+179.0%
SAP vs SPG
+57.9%
+121.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.3% |
| 7D | -0.3% | -2.7% | +2.4% | +0.4% |
| 30D | +0.3% | -7.3% | +7.5% | +2.1% |
| 3M | +16.9% | -3.5% | +20.4% | +17.9% |
| 6M | +6.3% | +8.5% | -2.1% | +4.2% |
| YTD | -12.4% | +13.0% | -25.4% | -15.2% |
| 1Y | -21.6% | +18.0% | -39.7% | -25.0% |
| 3Y | +54.8% | +104.5% | -49.7% | +29.5% |
| 5Y | +56.2% | +102.0% | -45.9% | +29.8% |
| 10Y | +179.0% | +61.9% | +117.1% | +150.3% |
| All | +179.0% | +57.9% | +121.2% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling