+2,926.4%
V vs SPG
+417.9%
+2,508.6%
-51.9%
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% | -0.6% |
| 7D | -1.7% | -2.4% | +0.7% | -0.9% |
| 30D | +2.0% | -6.8% | +8.8% | +4.4% |
| 3M | +17.4% | +2.7% | +14.7% | +16.2% |
| 6M | +17.5% | +5.5% | +12.0% | +15.0% |
| YTD | +7.6% | +15.7% | -8.1% | +2.0% |
| 1Y | +7.7% | +20.9% | -13.2% | +0.5% |
| 3Y | +54.7% | +112.4% | -57.7% | +17.6% |
| 5Y | +73.0% | +101.4% | -28.3% | +31.8% |
| 10Y | +390.9% | +60.6% | +330.2% | +259.1% |
| All | +2,926.4% | +417.9% | +2,508.6% | +1,114.4% |
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