+19.6%
SW vs SPG
+112.6%
-93.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.9% |
| 7D | -5.1% | -2.4% | -2.7% | -3.6% |
| 30D | -4.6% | -6.8% | +2.3% | 0.0% |
| 3M | +9.4% | +2.7% | +6.7% | +7.8% |
| 6M | +3.5% | +5.5% | -1.9% | +0.3% |
| YTD | +22.0% | +15.7% | +6.3% | +11.3% |
| 1Y | +2.2% | +20.9% | -18.7% | -9.2% |
| All | +19.6% | +112.6% | -93.0% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling