+18.4%
U vs SPG
+34.3%
-15.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +5.5% |
| 7D | +7.5% | +8.2% | -0.7% | +9.6% |
| 30D | -7.0% | +13.5% | -20.5% | -4.1% |
| 3M | +20.6% | +2.2% | +18.3% | +20.4% |
| 6M | +53.2% | +15.9% | +37.3% | +59.4% |
| YTD | -3.9% | +27.6% | -31.5% | +10.6% |
| 1Y | +18.4% | +30.9% | -12.6% | +42.8% |
| All | +18.4% | +34.3% | -15.9% | +42.8% |
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