+116.1%
SPG vs A
+312.5%
-196.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | +5.6% | +1.4% | +4.2% | +5.0% |
| 30D | +17.6% | +4.3% | +13.3% | +15.5% |
| 3M | +7.5% | +19.8% | -12.3% | -0.3% |
| 6M | +18.5% | +54.4% | -35.8% | -1.3% |
| YTD | +30.9% | +31.7% | -0.8% | +15.4% |
| 1Y | +34.1% | +22.4% | +11.7% | +21.7% |
| 3Y | +135.5% | +67.7% | +67.8% | +81.4% |
| 5Y | +86.5% | +15.7% | +70.8% | +64.8% |
| 10Y | +116.1% | +308.7% | -192.6% | +29.6% |
| All | +116.1% | +312.5% | -196.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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