-68.0%
U vs SPG
+106.4%
-174.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.5% | +1.4% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | -0.6% | -4.9% | +4.4% | +4.9% |
| 3M | +48.4% | +3.3% | +45.1% | +41.1% |
| 6M | +115.4% | +11.2% | +104.2% | +86.3% |
| YTD | -3.2% | +17.1% | -20.3% | -22.2% |
| 1Y | -6.0% | +21.6% | -27.6% | -28.6% |
| 3Y | +13.5% | +111.9% | -98.4% | -58.5% |
| 5Y | -68.0% | +106.9% | -174.9% | -87.9% |
| All | -68.0% | +106.4% | -174.4% | -87.9% |
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