+72.6%
XYZ vs SPG
+124.5%
-51.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | +12.1% | +4.9% | +7.2% | +8.8% |
| 30D | +12.4% | +15.6% | -3.2% | +2.1% |
| 3M | +8.2% | +4.1% | +4.1% | +5.3% |
| 6M | +20.7% | +13.6% | +7.1% | +10.1% |
| YTD | +31.3% | +27.5% | +3.8% | +9.9% |
| 1Y | +20.5% | +32.2% | -11.7% | -1.9% |
| 3Y | +72.6% | +126.0% | -53.4% | -4.1% |
| All | +72.6% | +124.5% | -51.9% | -4.1% |
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 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