+755.0%
SW vs SPG
+385.6%
+369.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.3% |
| 7D | -5.1% | -2.4% | -2.7% | -4.9% |
| 30D | -4.6% | -6.8% | +2.3% | -4.1% |
| 3M | +9.4% | +2.7% | +6.7% | +9.2% |
| 6M | +3.5% | +5.5% | -1.9% | +3.2% |
| YTD | +22.0% | +15.7% | +6.3% | +20.9% |
| 1Y | +2.2% | +20.9% | -18.7% | +1.0% |
| 3Y | +19.6% | +112.4% | -92.8% | +15.0% |
| 5Y | -2.3% | +101.4% | -103.7% | -6.2% |
| 10Y | +181.4% | +60.6% | +120.7% | +173.3% |
| All | +755.0% | +385.6% | +369.4% | +780.4% |
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