+78.0%
SPG vs A
+15.4%
+62.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +15.6% | +3.4% | +12.2% | +14.0% |
| 3M | +4.1% | +23.8% | -19.8% | -4.3% |
| 6M | +13.6% | +49.0% | -35.4% | -3.5% |
| YTD | +27.5% | +29.4% | -1.9% | +14.1% |
| 1Y | +32.2% | +19.4% | +12.9% | +22.2% |
| 3Y | +126.0% | +66.2% | +59.8% | +72.8% |
| All | +78.0% | +15.4% | +62.6% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling