+584.9%
XYZ vs SPG
+113.9%
+470.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.0% |
| 7D | -1.1% | +2.0% | -3.0% | -2.0% |
| 30D | +11.5% | +17.2% | -5.7% | +3.5% |
| 3M | +1.8% | +6.3% | -4.5% | -1.1% |
| 6M | +21.2% | +18.7% | +2.5% | +11.5% |
| YTD | +29.9% | +30.1% | -0.1% | +14.3% |
| 1Y | +35.8% | +32.8% | +3.0% | +18.3% |
| 3Y | +62.6% | +133.6% | -71.0% | +9.0% |
| 5Y | -62.8% | +84.4% | -147.2% | -72.3% |
| All | +584.9% | +113.9% | +470.9% | +409.2% |
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