+2,791.4%
SPY vs SPG
+5,961.7%
-3,170.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -0.6% | +5.6% | -6.2% | -2.2% |
| 30D | -3.7% | +17.6% | -21.3% | -8.3% |
| 3M | -2.7% | +7.5% | -10.2% | -4.9% |
| 6M | +2.2% | +18.5% | -16.4% | -3.2% |
| YTD | +10.8% | +30.9% | -20.1% | +1.7% |
| 1Y | +11.2% | +34.1% | -22.9% | +1.3% |
| 3Y | +76.5% | +135.5% | -59.0% | +34.8% |
| 5Y | +72.9% | +86.5% | -13.6% | +39.9% |
| 10Y | +304.8% | +116.1% | +188.7% | +180.9% |
| All | +2,791.4% | +5,961.7% | -3,170.3% | +663.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling