+202.8%
TER vs SPG
+102.5%
+100.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.1% |
| 7D | +0.6% | -2.4% | +3.0% | +2.1% |
| 30D | -8.3% | -6.8% | -1.4% | -4.2% |
| 3M | -12.2% | +2.7% | -14.9% | -15.5% |
| 6M | +17.1% | +5.5% | +11.6% | +11.2% |
| YTD | +84.7% | +15.7% | +69.0% | +64.0% |
| 1Y | +199.9% | +20.9% | +179.1% | +156.7% |
| 3Y | +232.8% | +112.4% | +120.4% | +88.4% |
| All | +202.8% | +102.5% | +100.3% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling