-22.9%
SPOT vs SPG
+21.3%
-44.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | -0.9% | -2.4% | +1.5% | -0.9% |
| 30D | +12.5% | -6.8% | +19.3% | +12.7% |
| 3M | +9.9% | +2.7% | +7.2% | +10.8% |
| 6M | +1.6% | +5.5% | -3.9% | +2.4% |
| YTD | -6.6% | +15.7% | -22.3% | -3.6% |
| 1Y | -22.9% | +20.9% | -43.8% | -18.4% |
| All | -22.9% | +21.3% | -44.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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