+194.9%
SO vs SPG
+117.2%
+77.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.1% | +5.6% | -5.7% | -1.1% |
| 30D | +8.7% | +17.6% | -8.9% | +5.5% |
| 3M | +3.4% | +7.5% | -4.1% | +2.0% |
| 6M | +3.7% | +18.5% | -14.8% | +0.5% |
| YTD | +10.0% | +30.9% | -20.9% | +4.7% |
| 1Y | +6.6% | +34.1% | -27.5% | +1.0% |
| 3Y | +52.5% | +135.5% | -83.0% | +29.4% |
| 5Y | +76.1% | +86.5% | -10.5% | +53.5% |
| 10Y | +194.9% | +116.1% | +78.8% | +158.1% |
| All | +194.9% | +117.2% | +77.6% | +158.1% |
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