+115.9%
SPG vs ACWI
+227.3%
-111.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -1.2% |
| 7D | +2.7% | -0.7% | +3.4% | +3.3% |
| 30D | +16.6% | -2.0% | +18.5% | +18.9% |
| 3M | +8.1% | -2.2% | +10.2% | +10.3% |
| 6M | +19.3% | +1.9% | +17.5% | +15.1% |
| YTD | +31.1% | +12.0% | +19.1% | +11.9% |
| 1Y | +32.8% | +12.5% | +20.2% | +12.5% |
| 3Y | +135.8% | +75.4% | +60.4% | +12.7% |
| 5Y | +85.1% | +61.5% | +23.6% | -0.9% |
| 10Y | +115.9% | +227.1% | -111.2% | -43.1% |
| All | +115.9% | +227.3% | -111.4% | -43.1% |
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