+213.5%
TER vs SPG
+22.1%
+191.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +4.3% |
| 7D | +11.0% | 0.0% | +10.9% | +10.9% |
| 30D | -1.9% | -4.9% | +3.1% | -2.3% |
| 3M | -0.7% | +3.3% | -4.0% | -4.5% |
| 6M | +36.4% | +11.2% | +25.2% | +29.4% |
| YTD | +92.4% | +17.1% | +75.4% | +88.7% |
| 1Y | +213.5% | +21.6% | +191.9% | +217.1% |
| All | +213.5% | +22.1% | +191.4% | +217.1% |
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