+5,923.7%
SPG vs SPY
+2,778.9%
+3,144.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | -0.2% |
| 7D | +5.1% | +0.1% | +5.0% | +4.9% |
| 30D | +16.8% | -3.3% | +20.2% | +20.3% |
| 3M | +5.7% | -2.4% | +8.1% | +7.8% |
| 6M | +17.8% | +2.6% | +15.2% | +13.9% |
| YTD | +30.1% | +11.2% | +18.9% | +16.0% |
| 1Y | +32.8% | +13.4% | +19.4% | +16.1% |
| 3Y | +137.2% | +79.9% | +57.3% | +32.0% |
| 5Y | +81.5% | +72.2% | +9.3% | +5.7% |
| 10Y | +116.5% | +307.3% | -190.8% | -40.3% |
| All | +5,923.7% | +2,778.9% | +3,144.8% | +452.8% |
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