+207.8%
TER vs SPG
+136.2%
+71.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +24.0% | +3.1% | +20.9% | +22.3% |
| 30D | -30.6% | +16.4% | -47.1% | -36.0% |
| 3M | -34.5% | +7.1% | -41.5% | -36.8% |
| 6M | -26.4% | +16.1% | -42.4% | -33.8% |
| YTD | +36.4% | +30.4% | +6.0% | +13.8% |
| 1Y | +47.4% | +33.0% | +14.4% | +21.3% |
| All | +207.8% | +136.2% | +71.6% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling