+1,006.2%
TER vs SPG
+117.2%
+889.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.5% |
| 7D | -8.9% | +5.6% | -14.5% | -10.6% |
| 30D | -39.1% | +17.6% | -56.6% | -42.6% |
| 3M | -32.8% | +7.5% | -40.2% | -34.7% |
| 6M | -31.7% | +18.5% | -50.3% | -36.5% |
| YTD | +26.9% | +30.9% | -4.0% | +14.0% |
| 1Y | +33.6% | +34.1% | -0.5% | +18.8% |
| 3Y | +181.5% | +135.5% | +46.0% | +105.9% |
| 5Y | +76.1% | +86.5% | -10.4% | +37.1% |
| 10Y | +1,006.2% | +116.1% | +890.1% | +669.9% |
| All | +1,006.2% | +117.2% | +889.0% | +669.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling