+3,180.3%
SPG vs A
+457.0%
+2,723.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.4% | -1.9% | -0.4% | -1.9% |
| 30D | -6.8% | +6.9% | -13.7% | -8.5% |
| 3M | +2.7% | +9.2% | -6.6% | +0.2% |
| 6M | +5.5% | +25.7% | -20.2% | -1.3% |
| YTD | +15.7% | +11.5% | +4.2% | +11.4% |
| 1Y | +20.9% | +18.4% | +2.5% | +14.4% |
| 3Y | +112.4% | +26.6% | +85.8% | +95.5% |
| 5Y | +101.4% | -12.8% | +114.2% | +101.3% |
| 10Y | +60.6% | +247.2% | -186.5% | +15.4% |
| All | +3,180.3% | +457.0% | +2,723.3% | +1,666.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling