+51.6%
SW vs SPG
+124.6%
-73.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +2.1% |
| 7D | +12.1% | +8.2% | +3.9% | +6.3% |
| 30D | +6.6% | +13.5% | -6.9% | -2.1% |
| 3M | -6.0% | +2.2% | -8.3% | -7.4% |
| 6M | +21.5% | +15.9% | +5.6% | +10.4% |
| YTD | +20.3% | +27.6% | -7.3% | +2.6% |
| 1Y | +28.1% | +30.9% | -2.8% | +7.5% |
| All | +51.6% | +124.6% | -73.1% | -6.8% |
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 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