+109.5%
SPG vs ACWI
+225.4%
-115.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +3.1% | +2.7% | +0.4% | -0.1% |
| 30D | +16.4% | -2.6% | +19.0% | +19.7% |
| 3M | +7.1% | -3.2% | +10.2% | +10.6% |
| 6M | +16.1% | +1.9% | +14.2% | +11.9% |
| YTD | +30.4% | +11.3% | +19.1% | +12.1% |
| 1Y | +33.0% | +11.7% | +21.3% | +13.7% |
| 3Y | +134.6% | +74.4% | +60.3% | +12.9% |
| 5Y | +84.9% | +59.5% | +25.4% | +0.6% |
| All | +109.5% | +225.4% | -115.8% | -45.8% |
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