+29.3%
V vs SPG
+34.3%
-5.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +1.0% | +3.0% |
| 7D | +9.0% | +8.2% | +0.8% | +6.7% |
| 30D | +18.1% | +13.5% | +4.6% | +14.2% |
| 3M | +18.3% | +2.2% | +16.1% | +17.2% |
| 6M | +34.1% | +15.9% | +18.2% | +29.5% |
| YTD | +25.2% | +27.6% | -2.4% | +17.3% |
| 1Y | +29.3% | +30.9% | -1.6% | +20.0% |
| All | +29.3% | +34.3% | -5.0% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling