-50.3%
TEAM vs SPG
+104.0%
-154.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.9% |
| 7D | -0.4% | -2.4% | +1.9% | +1.2% |
| 30D | +67.3% | -6.8% | +74.1% | +75.8% |
| 3M | +86.8% | +2.7% | +84.1% | +83.0% |
| 6M | +146.8% | +5.5% | +141.4% | +133.9% |
| YTD | +16.9% | +15.7% | +1.2% | +2.4% |
| 1Y | +12.8% | +20.9% | -8.1% | -5.0% |
| 3Y | -7.3% | +112.4% | -119.7% | -51.9% |
| All | -50.3% | +104.0% | -154.3% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling