+70.6%
SPG vs ALC
+24.0%
+46.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.2% |
| 7D | -2.4% | -2.1% | -0.3% | -1.3% |
| 30D | -6.8% | -0.1% | -6.7% | -7.0% |
| 3M | +2.7% | +5.9% | -3.2% | -0.8% |
| 6M | +5.5% | -15.9% | +21.4% | +14.2% |
| YTD | +15.7% | -10.1% | +25.8% | +20.4% |
| 1Y | +20.9% | -10.2% | +31.1% | +25.3% |
| 3Y | +112.4% | -13.6% | +125.9% | +117.8% |
| 5Y | +101.4% | -15.1% | +116.5% | +103.9% |
| All | +70.6% | +24.0% | +46.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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