0.0%
W vs SPG
+33.1%
-33.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.4% | -4.2% |
| 7D | +1.1% | +5.6% | -4.5% | -2.4% |
| 30D | +6.4% | +17.6% | -11.2% | -4.0% |
| 3M | +9.0% | +7.5% | +1.5% | +4.0% |
| 6M | +69.8% | +18.5% | +51.3% | +52.9% |
| YTD | +12.1% | +30.9% | -18.9% | -2.3% |
| 1Y | 0.0% | +34.1% | -34.1% | -16.3% |
| All | 0.0% | +33.1% | -33.0% | -16.3% |
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