+163.6%
W vs SPG
+125.2%
+38.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | -4.2% | -2.4% | -1.8% | -3.0% |
| 30D | -7.6% | -6.8% | -0.7% | -4.0% |
| 3M | +37.2% | +2.7% | +34.5% | +35.4% |
| 6M | +26.3% | +5.5% | +20.9% | +23.0% |
| YTD | -1.0% | +15.7% | -16.7% | -8.4% |
| 1Y | +20.1% | +20.9% | -0.8% | +8.5% |
| 3Y | +37.8% | +112.4% | -74.6% | 0.0% |
| 5Y | -63.7% | +101.4% | -165.0% | -72.4% |
| 10Y | +156.3% | +60.6% | +95.7% | +123.9% |
| All | +163.6% | +125.2% | +38.4% | +49.1% |
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