-63.7%
XYZ vs SPG
+84.0%
-147.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.1% |
| 7D | -1.1% | +2.0% | -3.0% | -3.0% |
| 30D | +11.5% | +17.2% | -5.7% | -5.0% |
| 3M | +1.8% | +6.3% | -4.5% | -4.5% |
| 6M | +21.2% | +18.7% | +2.5% | +0.5% |
| YTD | +29.9% | +30.1% | -0.1% | -3.0% |
| 1Y | +35.8% | +32.8% | +3.0% | -0.9% |
| 3Y | +62.6% | +133.6% | -71.0% | -44.0% |
| All | -63.7% | +84.0% | -147.7% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling