+185.4%
SW vs SPG
+108.0%
+77.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | +4.7% | +5.0% | -0.4% | +3.9% |
| 30D | +5.0% | +12.3% | -7.3% | +3.3% |
| 3M | -7.3% | +1.9% | -9.2% | -7.6% |
| 6M | +15.0% | +14.4% | +0.6% | +13.0% |
| YTD | +18.5% | +26.5% | -8.0% | +14.9% |
| 1Y | +27.1% | +30.7% | -3.5% | +22.8% |
| 3Y | +49.3% | +122.6% | -73.3% | +37.5% |
| 5Y | -1.6% | +73.3% | -75.0% | -9.4% |
| All | +185.4% | +108.0% | +77.4% | +211.8% |
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