+70.8%
SAP vs SPG
+74.6%
-3.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -5.0% | -4.5% |
| 7D | -0.7% | +4.9% | -5.6% | -2.5% |
| 30D | +11.1% | +15.6% | -4.5% | +5.1% |
| 3M | +17.0% | +4.1% | +13.0% | +15.1% |
| 6M | +34.8% | +13.6% | +21.3% | +28.3% |
| YTD | -2.2% | +27.5% | -29.8% | -11.6% |
| 1Y | -6.4% | +32.2% | -38.7% | -16.7% |
| 3Y | +75.1% | +126.0% | -50.9% | +21.7% |
| All | +70.8% | +74.6% | -3.8% | +21.9% |
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