+66.2%
XYZ vs SPG
+136.6%
-70.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.8% |
| 7D | +12.6% | +5.6% | +7.0% | +8.7% |
| 30D | +10.8% | +17.6% | -6.8% | -0.6% |
| 3M | +8.4% | +7.5% | +0.9% | +3.2% |
| 6M | +14.3% | +18.5% | -4.2% | +1.1% |
| YTD | +31.5% | +30.9% | +0.6% | +7.9% |
| 1Y | +28.1% | +34.1% | -6.0% | +3.3% |
| 3Y | +66.2% | +135.5% | -69.3% | -11.7% |
| All | +66.2% | +136.6% | -70.4% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling