+5,256.9%
SPG vs SPY
+2,838.6%
+2,418.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -6.8% | +0.1% | -6.9% | -6.9% |
| 3M | +2.7% | +2.0% | +0.7% | +0.2% |
| 6M | +5.5% | +13.0% | -7.6% | -6.9% |
| YTD | +15.7% | +13.5% | +2.2% | +1.5% |
| 1Y | +20.9% | +20.0% | +0.9% | +0.3% |
| 3Y | +112.4% | +77.2% | +35.2% | +20.4% |
| 5Y | +101.4% | +81.9% | +19.5% | +11.8% |
| 10Y | +60.6% | +314.1% | -253.4% | -56.3% |
| All | +5,256.9% | +2,838.6% | +2,418.3% | +383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling