+28.1%
XYZ vs SPG
+33.1%
-5.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.7% |
| 7D | +12.6% | +5.6% | +7.0% | +9.3% |
| 30D | +10.8% | +17.6% | -6.8% | +2.2% |
| 3M | +8.4% | +7.5% | +0.9% | +4.1% |
| 6M | +14.3% | +18.5% | -4.2% | +3.8% |
| YTD | +31.5% | +30.9% | +0.6% | +13.2% |
| 1Y | +28.1% | +34.1% | -6.0% | +7.4% |
| All | +28.1% | +33.1% | -5.0% | +7.4% |
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