+62.2%
SPG vs A
+237.5%
-175.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.8% | +2.2% |
| 7D | 0.0% | -2.1% | +2.1% | +0.8% |
| 30D | -4.9% | +0.6% | -5.6% | -5.4% |
| 3M | +3.3% | +10.9% | -7.6% | -1.2% |
| 6M | +11.2% | +28.2% | -16.9% | -0.6% |
| YTD | +17.1% | +8.6% | +8.5% | +11.5% |
| 1Y | +21.6% | +15.5% | +6.1% | +12.3% |
| 3Y | +111.9% | +31.8% | +80.1% | +79.8% |
| 5Y | +106.9% | -14.9% | +121.8% | +106.5% |
| 10Y | +62.2% | +237.8% | -175.6% | +0.9% |
| All | +62.2% | +237.5% | -175.2% | +0.9% |
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