+14.8%
W vs SPG
+22.1%
-7.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.6% |
| 3M | +48.9% | +3.3% | +45.6% | +46.9% |
| 6M | +31.2% | +11.2% | +20.0% | +24.7% |
| YTD | -0.4% | +17.1% | -17.5% | -5.2% |
| 1Y | +14.8% | +21.6% | -6.8% | +8.5% |
| All | +14.8% | +22.1% | -7.3% | +8.5% |
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 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