+56.4%
SAP vs SPG
+102.5%
-46.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.0% |
| 30D | +9.0% | -6.8% | +15.8% | +12.0% |
| 3M | +14.9% | +2.7% | +12.3% | +13.8% |
| 6M | +11.9% | +5.5% | +6.4% | +9.4% |
| YTD | -9.9% | +15.7% | -25.6% | -15.4% |
| 1Y | -19.5% | +20.9% | -40.4% | -25.9% |
| 3Y | +61.8% | +112.4% | -50.6% | +15.2% |
| All | +56.4% | +102.5% | -46.1% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling