+7.5%
SMR vs SPG
+91.5%
-84.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.0% |
| 7D | +13.1% | -1.7% | +14.7% | +14.2% |
| 30D | +17.8% | -6.3% | +24.0% | +22.0% |
| 3M | +8.1% | -2.4% | +10.5% | +8.2% |
| 6M | -11.1% | +9.6% | -20.7% | -17.4% |
| YTD | -23.7% | +14.2% | -37.9% | -31.1% |
| 1Y | -69.4% | +19.3% | -88.7% | -73.4% |
| 3Y | +82.6% | +106.7% | -24.1% | +13.3% |
| All | +7.5% | +91.5% | -84.1% | -38.5% |
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