+625.9%
TEAM vs SPG
+115.9%
+510.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -19.7% | +2.7% | -22.5% | -20.2% |
| 30D | -26.6% | +16.6% | -43.2% | -28.9% |
| 3M | -1.1% | +8.1% | -9.1% | -2.8% |
| 6M | +74.6% | +19.3% | +55.3% | +68.1% |
| YTD | -6.0% | +31.1% | -37.1% | -11.7% |
| 1Y | -3.2% | +32.8% | -36.0% | -9.3% |
| 3Y | -13.5% | +135.8% | -149.3% | -27.0% |
| 5Y | -65.5% | +85.1% | -150.6% | -70.5% |
| 10Y | +454.5% | +115.9% | +338.6% | +410.5% |
| All | +625.9% | +115.9% | +510.0% | +529.8% |
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 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