+432.8%
SPG vs ACWI
+356.8%
+76.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | -2.4% | +0.5% | -2.9% | -3.0% |
| 30D | -6.8% | +0.9% | -7.7% | -7.9% |
| 3M | +2.7% | +2.4% | +0.3% | -1.2% |
| 6M | +5.5% | +12.4% | -6.9% | -10.3% |
| YTD | +15.7% | +15.2% | +0.5% | -4.9% |
| 1Y | +20.9% | +22.7% | -1.8% | -8.8% |
| 3Y | +112.4% | +75.8% | +36.6% | +0.2% |
| 5Y | +101.4% | +67.7% | +33.6% | +0.9% |
| 10Y | +60.6% | +229.0% | -168.4% | -64.8% |
| All | +432.8% | +356.8% | +76.0% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling