+444.2%
V vs SPG
+117.3%
+327.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.7% |
| 7D | -0.8% | +5.1% | -5.9% | -2.2% |
| 30D | +9.5% | +16.8% | -7.3% | +4.8% |
| 3M | +16.7% | +5.7% | +11.0% | +14.8% |
| 6M | +32.9% | +17.8% | +15.1% | +26.8% |
| YTD | +21.1% | +30.1% | -9.0% | +12.0% |
| 1Y | +26.6% | +32.8% | -6.2% | +16.5% |
| 3Y | +78.4% | +137.2% | -58.9% | +37.9% |
| 5Y | +105.5% | +81.5% | +24.0% | +68.3% |
| 10Y | +444.2% | +116.5% | +327.7% | +295.2% |
| All | +444.2% | +117.3% | +327.0% | +295.2% |
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