+3,983.4%
TER vs SPG
+5,805.1%
-1,821.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.2% |
| 7D | -20.5% | +4.9% | -25.4% | -22.2% |
| 30D | -47.0% | +15.6% | -62.6% | -50.5% |
| 3M | -43.3% | +4.1% | -47.4% | -44.6% |
| 6M | -42.9% | +13.6% | -56.5% | -46.8% |
| YTD | +12.9% | +27.5% | -14.7% | -0.1% |
| 1Y | +18.2% | +32.2% | -14.1% | +2.8% |
| 3Y | +151.8% | +126.0% | +25.8% | +73.0% |
| 5Y | +54.2% | +74.7% | -20.5% | +18.0% |
| 10Y | +908.2% | +112.8% | +795.4% | +498.4% |
| All | +3,983.4% | +5,805.1% | -1,821.7% | +500.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling