-22.7%
U vs SPG
+355.0%
-377.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.4% |
| 7D | +2.6% | +2.0% | +0.6% | +1.3% |
| 30D | +27.6% | +17.2% | +10.3% | +15.5% |
| 3M | +15.3% | +6.3% | +9.0% | +10.8% |
| 6M | +96.4% | +18.7% | +77.7% | +74.7% |
| YTD | +19.6% | +30.1% | -10.5% | -0.8% |
| 1Y | +42.1% | +32.8% | +9.4% | +16.1% |
| 3Y | +87.5% | +133.6% | -46.0% | +9.7% |
| 5Y | -73.1% | +84.4% | -157.5% | -84.7% |
| All | -22.7% | +355.0% | -377.7% | -44.3% |
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