-68.9%
XYZ vs SPG
+102.5%
-171.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | +0.2% |
| 7D | -1.0% | -2.4% | +1.4% | +1.4% |
| 30D | -1.7% | -6.8% | +5.1% | +5.3% |
| 3M | +16.7% | +2.7% | +14.1% | +12.5% |
| 6M | +26.9% | +5.5% | +21.4% | +18.4% |
| YTD | +27.1% | +15.7% | +11.4% | +7.6% |
| 1Y | +9.3% | +20.9% | -11.6% | -12.3% |
| 3Y | +42.3% | +112.4% | -70.1% | -43.2% |
| All | -68.9% | +102.5% | -171.4% | -87.2% |
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 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