+81.8%
SPY vs SPG
+106.4%
-24.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.0% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -0.9% | -4.9% | +4.0% | +1.0% |
| 3M | +3.9% | +3.3% | +0.6% | +2.1% |
| 6M | +14.5% | +11.2% | +3.3% | +8.9% |
| YTD | +12.9% | +17.1% | -4.1% | +4.9% |
| 1Y | +19.4% | +21.6% | -2.2% | +8.9% |
| 3Y | +78.5% | +111.9% | -33.4% | +25.6% |
| 5Y | +81.8% | +106.9% | -25.2% | +23.9% |
| All | +81.8% | +106.4% | -24.6% | +23.9% |
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