+319.7%
SPY vs SPG
+59.6%
+260.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.2% |
| 7D | -0.4% | -1.7% | +1.3% | +0.1% |
| 30D | -1.4% | -6.3% | +4.9% | +0.2% |
| 3M | +3.7% | -2.4% | +6.1% | +4.2% |
| 6M | +13.0% | +9.6% | +3.4% | +10.0% |
| YTD | +12.4% | +14.2% | -1.8% | +8.2% |
| 1Y | +18.5% | +19.3% | -0.8% | +12.7% |
| 3Y | +77.6% | +106.7% | -29.1% | +46.1% |
| 5Y | +81.7% | +104.2% | -22.5% | +48.4% |
| 10Y | +319.7% | +63.7% | +256.0% | +261.6% |
| All | +319.7% | +59.6% | +260.1% | +261.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling