+113.3%
SPOT vs SPG
+83.3%
+30.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.5% |
| 7D | -2.6% | +3.1% | -5.7% | -4.2% |
| 30D | +13.5% | +16.4% | -3.0% | +4.8% |
| 3M | +22.2% | +7.1% | +15.2% | +17.8% |
| 6M | +38.3% | +16.1% | +22.2% | +27.2% |
| YTD | +3.1% | +30.4% | -27.4% | -11.7% |
| 1Y | -7.6% | +33.0% | -40.6% | -21.8% |
| 3Y | +250.0% | +134.6% | +115.4% | +93.1% |
| 5Y | +113.3% | +84.9% | +28.4% | +33.6% |
| All | +113.3% | +83.3% | +30.0% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling