+116.5%
SPG vs ALM
+2,221.4%
-2,104.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +1.7% |
| 7D | +5.1% | +0.7% | +4.3% | +5.0% |
| 30D | +16.8% | -26.1% | +42.9% | +18.1% |
| 3M | +5.7% | -38.1% | +43.8% | +7.3% |
| 6M | +17.8% | -55.4% | +73.2% | +20.7% |
| YTD | +30.1% | -0.4% | +30.5% | +28.0% |
| 1Y | +32.8% | +25.4% | +7.4% | +29.0% |
| 3Y | +137.2% | +907.8% | -770.5% | +101.2% |
| 5Y | +81.5% | +440.2% | -358.7% | +55.9% |
| 10Y | +116.5% | +2,031.1% | -1,914.6% | +72.3% |
| All | +116.5% | +2,221.4% | -2,104.9% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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