+63.7%
SPG vs SPY
+312.5%
-248.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -1.9% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | -6.3% | -1.4% | -4.9% | -4.9% |
| 3M | -2.4% | +3.7% | -6.1% | -6.8% |
| 6M | +9.6% | +13.0% | -3.4% | -5.1% |
| YTD | +14.2% | +12.4% | +1.8% | -0.8% |
| 1Y | +19.3% | +18.5% | +0.8% | -2.8% |
| 3Y | +106.7% | +77.6% | +29.1% | +4.1% |
| 5Y | +104.2% | +81.7% | +22.5% | 0.0% |
| 10Y | +63.7% | +319.7% | -256.0% | -62.4% |
| All | +63.7% | +312.5% | -248.8% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling