+78.0%
SPG vs ACWI
+54.8%
+23.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +4.9% | -2.4% | +7.3% | +7.1% |
| 30D | +15.6% | -5.2% | +20.8% | +21.2% |
| 3M | +4.1% | -4.8% | +8.9% | +8.6% |
| 6M | +13.6% | -1.3% | +14.9% | +13.7% |
| YTD | +27.5% | +8.4% | +19.2% | +15.6% |
| 1Y | +32.2% | +11.0% | +21.2% | +16.6% |
| 3Y | +126.0% | +70.6% | +55.4% | +24.2% |
| All | +78.0% | +54.8% | +23.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling