+1,001.8%
TER vs SPG
+117.3%
+884.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.0% | +10.7% | +12.0% |
| 7D | -5.8% | +5.1% | -10.8% | -7.3% |
| 30D | -38.9% | +16.8% | -55.8% | -42.4% |
| 3M | -35.1% | +5.7% | -40.8% | -36.6% |
| 6M | -31.6% | +17.8% | -49.4% | -36.2% |
| YTD | +27.2% | +30.1% | -2.9% | +14.5% |
| 1Y | +35.2% | +32.8% | +2.4% | +20.7% |
| 3Y | +192.8% | +137.2% | +55.6% | +113.7% |
| 5Y | +72.4% | +81.5% | -9.0% | +35.3% |
| 10Y | +1,001.8% | +116.5% | +885.3% | +665.3% |
| All | +1,001.8% | +117.3% | +884.6% | +665.3% |
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