+554.0%
XYZ vs SPG
+106.2%
+447.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +12.1% | +4.9% | +7.2% | +9.8% |
| 30D | +12.4% | +15.6% | -3.2% | +5.1% |
| 3M | +8.2% | +4.1% | +4.1% | +6.2% |
| 6M | +20.7% | +13.6% | +7.1% | +13.5% |
| YTD | +31.3% | +27.5% | +3.8% | +16.9% |
| 1Y | +20.5% | +32.2% | -11.7% | +5.4% |
| 3Y | +72.6% | +126.0% | -53.4% | +18.4% |
| 5Y | -64.0% | +74.7% | -138.7% | -72.5% |
| 10Y | +601.8% | +112.8% | +489.0% | +389.5% |
| All | +554.0% | +106.2% | +447.8% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling