+224.0%
SAP vs SPG
+117.2%
+106.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.7% |
| 7D | +1.5% | +5.6% | -4.1% | +0.2% |
| 30D | +8.8% | +17.6% | -8.8% | +4.7% |
| 3M | +12.1% | +7.5% | +4.6% | +10.1% |
| 6M | +34.6% | +18.5% | +16.0% | +29.2% |
| YTD | -2.1% | +30.9% | -33.0% | -8.5% |
| 1Y | -5.5% | +34.1% | -39.7% | -12.2% |
| 3Y | +67.4% | +135.5% | -68.1% | +35.6% |
| 5Y | +74.6% | +86.5% | -12.0% | +46.4% |
| 10Y | +224.0% | +116.1% | +108.0% | +165.3% |
| All | +224.0% | +117.2% | +106.8% | +165.3% |
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