+126.0%
SPG vs A
+64.2%
+61.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +15.6% | +3.4% | +12.2% | +14.4% |
| 3M | +4.1% | +23.8% | -19.8% | -2.3% |
| 6M | +13.6% | +49.0% | -35.4% | +0.5% |
| YTD | +27.5% | +29.4% | -1.9% | +17.7% |
| 1Y | +32.2% | +19.4% | +12.9% | +25.4% |
| 3Y | +126.0% | +66.2% | +59.8% | +97.1% |
| All | +126.0% | +64.2% | +61.8% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling