+114.9%
SPOT vs SPG
+109.1%
+5.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.1% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +8.3% | -4.9% | +13.2% | +11.0% |
| 3M | +5.1% | +3.3% | +1.8% | +3.0% |
| 6M | -6.5% | +11.2% | -17.7% | -12.1% |
| YTD | -9.0% | +17.1% | -26.0% | -17.0% |
| 1Y | -26.4% | +21.6% | -48.0% | -34.6% |
| 3Y | +240.0% | +111.9% | +128.2% | +103.8% |
| All | +114.9% | +109.1% | +5.8% | +34.7% |
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