+2,862.2%
SPY vs SPG
+5,256.9%
-2,394.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.8% |
| 30D | +0.1% | -6.8% | +6.9% | +2.2% |
| 3M | +2.0% | +2.7% | -0.7% | +0.9% |
| 6M | +13.0% | +5.5% | +7.6% | +10.8% |
| YTD | +13.5% | +15.7% | -2.2% | +8.2% |
| 1Y | +20.0% | +20.9% | -0.9% | +12.7% |
| 3Y | +77.2% | +112.4% | -35.2% | +39.6% |
| 5Y | +81.9% | +101.4% | -19.5% | +43.9% |
| 10Y | +314.1% | +60.6% | +253.4% | +215.0% |
| All | +2,862.2% | +5,256.9% | -2,394.7% | +712.5% |
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