+67.6%
SPY vs SPG
+74.6%
-6.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -2.7% | +4.9% | -7.6% | -4.6% |
| 30D | -5.4% | +15.6% | -21.0% | -10.9% |
| 3M | -4.1% | +4.1% | -8.2% | -5.8% |
| 6M | +0.7% | +13.6% | -12.9% | -5.0% |
| YTD | +8.7% | +27.5% | -18.9% | -2.8% |
| 1Y | +10.9% | +32.2% | -21.4% | -2.4% |
| 3Y | +75.0% | +126.0% | -51.0% | +18.6% |
| All | +67.6% | +74.6% | -6.9% | +20.3% |
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