+20.7%
XYZ vs SPG
+14.6%
+6.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +12.1% | +4.9% | +7.2% | +10.1% |
| 30D | +12.4% | +15.6% | -3.2% | +7.1% |
| 3M | +8.2% | +4.1% | +4.1% | +5.8% |
| 6M | +20.7% | +13.6% | +7.1% | +17.2% |
| All | +20.7% | +14.6% | +6.1% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling