+182.3%
SW vs SPG
+116.4%
+65.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -2.6% | +2.7% | -5.3% | -2.9% |
| 30D | +7.2% | +16.6% | -9.3% | +4.9% |
| 3M | -10.5% | +8.1% | -18.5% | -11.4% |
| 6M | +9.9% | +19.3% | -9.5% | +7.3% |
| YTD | +17.2% | +31.1% | -13.8% | +13.1% |
| 1Y | +26.5% | +32.8% | -6.3% | +21.9% |
| 3Y | +47.7% | +135.8% | -88.1% | +35.1% |
| 5Y | +0.2% | +85.1% | -84.9% | -8.2% |
| 10Y | +182.3% | +115.9% | +66.4% | +207.6% |
| All | +182.3% | +116.4% | +65.9% | +207.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling