+5,256.9%
SPG vs ARWR
-97.0%
+5,354.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.4% | +1.7% | -4.1% | -2.4% |
| 30D | -6.8% | -0.7% | -6.2% | -6.8% |
| 3M | +2.7% | +14.9% | -12.2% | +2.6% |
| 6M | +5.5% | +32.6% | -27.2% | +5.3% |
| YTD | +15.7% | +30.0% | -14.3% | +15.5% |
| 1Y | +20.9% | +208.4% | -187.5% | +20.0% |
| 3Y | +112.4% | +208.8% | -96.4% | +110.5% |
| 5Y | +101.4% | +27.8% | +73.5% | +100.1% |
| 10Y | +60.6% | +1,107.6% | -1,046.9% | +58.1% |
| All | +5,256.9% | -97.0% | +5,354.0% | +5,197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling