+40.9%
XYZ vs SPG
+112.6%
-71.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | -1.0% | -2.4% | +1.4% | +0.7% |
| 30D | -1.7% | -6.8% | +5.1% | +3.3% |
| 3M | +16.7% | +2.7% | +14.1% | +13.7% |
| 6M | +26.9% | +5.5% | +21.4% | +20.7% |
| YTD | +27.1% | +15.7% | +11.4% | +12.7% |
| 1Y | +9.3% | +20.9% | -11.6% | -6.9% |
| All | +40.9% | +112.6% | -71.7% | -35.2% |
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 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