+116.5%
SPG vs ACWI
+226.8%
-110.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -1.0% |
| 7D | +5.1% | +0.3% | +4.8% | +4.5% |
| 30D | +16.8% | -2.8% | +19.7% | +20.5% |
| 3M | +5.7% | -3.2% | +8.8% | +9.2% |
| 6M | +17.8% | +1.3% | +16.5% | +14.4% |
| YTD | +30.1% | +11.2% | +18.9% | +12.0% |
| 1Y | +32.8% | +13.8% | +19.0% | +10.9% |
| 3Y | +137.2% | +76.2% | +61.0% | +12.7% |
| 5Y | +81.5% | +59.5% | +22.0% | -1.2% |
| 10Y | +116.5% | +222.2% | -105.7% | -41.9% |
| All | +116.5% | +226.8% | -110.3% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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