+106.9%
SPG vs SPY
+81.8%
+25.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.7% |
| 7D | 0.0% | +0.5% | -0.5% | -0.5% |
| 30D | -4.9% | -0.9% | -4.0% | -4.2% |
| 3M | +3.3% | +3.9% | -0.6% | -0.7% |
| 6M | +11.2% | +14.5% | -3.3% | -2.8% |
| YTD | +17.1% | +12.9% | +4.1% | +3.5% |
| 1Y | +21.6% | +19.4% | +2.2% | +1.5% |
| 3Y | +111.9% | +78.5% | +33.4% | +16.5% |
| 5Y | +106.9% | +81.8% | +25.2% | +13.5% |
| All | +106.9% | +81.8% | +25.2% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling