-37.8%
U vs SPG
+295.2%
-333.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +1.6% |
| 7D | +4.4% | -2.7% | +7.1% | +6.1% |
| 30D | -1.3% | -7.3% | +6.0% | +3.3% |
| 3M | +49.6% | -3.5% | +53.1% | +51.9% |
| 6M | +100.2% | +8.5% | +91.7% | +87.8% |
| YTD | -3.7% | +13.0% | -16.7% | -12.7% |
| 1Y | -6.5% | +18.0% | -24.5% | -18.0% |
| 3Y | +12.9% | +104.5% | -91.6% | -28.1% |
| 5Y | -68.3% | +102.0% | -170.3% | -79.8% |
| All | -37.8% | +295.2% | -333.0% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling