+78.0%
SPG vs SPY
+67.4%
+10.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | +4.9% | -2.7% | +7.6% | +7.3% |
| 30D | +15.6% | -5.4% | +21.0% | +21.1% |
| 3M | +4.1% | -4.1% | +8.2% | +7.6% |
| 6M | +13.6% | +0.7% | +12.9% | +11.7% |
| YTD | +27.5% | +8.7% | +18.9% | +16.4% |
| 1Y | +32.2% | +10.9% | +21.4% | +18.2% |
| 3Y | +126.0% | +75.0% | +51.0% | +26.1% |
| All | +78.0% | +67.4% | +10.6% | +4.9% |
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