+13.5%
SPY vs SPG
+33.2%
-19.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | +2.0% | +0.6% | +2.3% |
| 30D | -2.0% | +17.2% | -19.2% | -3.6% |
| 3M | -2.8% | +6.3% | -9.1% | -3.3% |
| 6M | +2.1% | +18.7% | -16.6% | -0.9% |
| YTD | +11.5% | +30.1% | -18.6% | +6.2% |
| 1Y | +13.5% | +32.8% | -19.3% | +7.6% |
| All | +13.5% | +33.2% | -19.7% | +7.6% |
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 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