+62.4%
SAP vs SPG
+112.6%
-50.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.9% | -2.4% | -0.5% | -2.2% |
| 30D | +9.0% | -6.8% | +15.8% | +11.4% |
| 3M | +14.9% | +2.7% | +12.3% | +14.3% |
| 6M | +11.9% | +5.5% | +6.4% | +10.1% |
| YTD | -9.9% | +15.7% | -25.6% | -14.1% |
| 1Y | -19.5% | +20.9% | -40.4% | -24.6% |
| All | +62.4% | +112.6% | -50.2% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling