+621.5%
XYZ vs SPG
+116.4%
+505.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -2.2% | +2.7% | -4.9% | -3.4% |
| 30D | +11.6% | +16.6% | -5.0% | +3.9% |
| 3M | +8.4% | +8.1% | +0.3% | +4.5% |
| 6M | +17.2% | +19.3% | -2.2% | +7.4% |
| YTD | +31.7% | +31.1% | +0.6% | +15.4% |
| 1Y | +30.1% | +32.8% | -2.7% | +13.3% |
| 3Y | +66.4% | +135.8% | -69.3% | +11.0% |
| 5Y | -62.2% | +85.1% | -147.2% | -71.9% |
| 10Y | +621.5% | +115.9% | +505.6% | +423.5% |
| All | +621.5% | +116.4% | +505.2% | +423.5% |
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