-24.7%
U vs SPG
+346.1%
-370.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.0% |
| 7D | +36.6% | +4.9% | +31.7% | +32.7% |
| 30D | +13.3% | +15.6% | -2.3% | +3.6% |
| 3M | +26.2% | +4.1% | +22.1% | +22.8% |
| 6M | +88.7% | +13.6% | +75.2% | +72.6% |
| YTD | +16.6% | +27.5% | -11.0% | -2.0% |
| 1Y | +29.0% | +32.2% | -3.3% | +5.5% |
| 3Y | +99.5% | +126.0% | -26.5% | +19.0% |
| 5Y | -66.1% | +74.7% | -140.9% | -80.5% |
| All | -24.7% | +346.1% | -370.8% | -45.1% |
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