+210.1%
W vs SPG
+113.9%
+96.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.2% | +2.0% | -1.8% | -0.8% |
| 30D | +6.8% | +17.2% | -10.4% | -1.5% |
| 3M | +10.7% | +6.3% | +4.3% | +7.4% |
| 6M | +86.3% | +18.7% | +67.7% | +71.1% |
| YTD | +11.5% | +30.1% | -18.6% | -2.9% |
| 1Y | +5.1% | +32.8% | -27.7% | -9.3% |
| 3Y | +171.0% | +133.6% | +37.4% | +87.3% |
| 5Y | -56.6% | +84.4% | -141.0% | -67.2% |
| All | +210.1% | +113.9% | +96.2% | +142.6% |
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