+141.5%
W vs SPG
+61.5%
+80.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | -0.1% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | -6.2% | -4.9% | -1.3% | -3.7% |
| 3M | +48.9% | +3.3% | +45.6% | +46.6% |
| 6M | +31.2% | +11.2% | +20.0% | +24.3% |
| YTD | -0.4% | +17.1% | -17.5% | -8.5% |
| 1Y | +14.8% | +21.6% | -6.8% | +3.4% |
| 3Y | +40.5% | +111.9% | -71.4% | +2.2% |
| 5Y | -62.1% | +106.9% | -169.1% | -71.6% |
| 10Y | +141.5% | +62.2% | +79.3% | +141.5% |
| All | +141.5% | +61.5% | +80.0% | +141.5% |
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