-39.0%
U vs SPG
+304.7%
-343.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -3.8% | -2.4% | -1.4% | -2.3% |
| 30D | +17.5% | -6.8% | +24.3% | +22.5% |
| 3M | +38.7% | +2.7% | +36.1% | +35.4% |
| 6M | +104.4% | +5.5% | +99.0% | +95.4% |
| YTD | -5.7% | +15.7% | -21.4% | -15.7% |
| 1Y | +3.7% | +20.9% | -17.2% | -10.3% |
| 3Y | +12.3% | +112.4% | -100.1% | -30.0% |
| 5Y | -68.8% | +101.4% | -170.2% | -80.4% |
| All | -39.0% | +304.7% | -343.7% | -52.7% |
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