+32.8%
SPG vs SPY
+12.1%
+20.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.0% | +2.6% | -0.6% | +1.4% |
| 30D | +17.2% | -2.0% | +19.2% | +17.6% |
| 3M | +6.3% | -2.8% | +9.1% | +6.9% |
| 6M | +18.7% | +2.1% | +16.6% | +17.5% |
| YTD | +30.1% | +11.5% | +18.6% | +22.2% |
| 1Y | +32.8% | +13.5% | +19.3% | +24.0% |
| All | +32.8% | +12.1% | +20.7% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling