+33.9%
TER vs SPG
+32.2%
+1.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.0% | +10.7% | +13.0% |
| 7D | -5.8% | +5.1% | -10.8% | -4.8% |
| 30D | -38.9% | +16.8% | -55.8% | -37.3% |
| 3M | -35.1% | +5.7% | -40.8% | -33.5% |
| 6M | -31.6% | +17.8% | -49.4% | -35.1% |
| YTD | +27.2% | +30.1% | -2.9% | +23.5% |
| All | +33.9% | +32.2% | +1.7% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling