+143.2%
SPG vs ALM
+7,705.7%
-7,562.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -2.4% | -2.6% | +0.2% | -2.4% |
| 30D | -6.8% | +32.0% | -38.8% | -6.9% |
| 3M | +2.7% | -15.0% | +17.7% | +2.7% |
| 6M | +5.5% | -10.1% | +15.6% | +5.4% |
| YTD | +15.7% | +99.4% | -83.7% | +15.3% |
| 1Y | +20.9% | +316.4% | -295.5% | +20.1% |
| 3Y | +112.4% | +2,022.0% | -1,909.6% | +109.3% |
| 5Y | +101.4% | +941.2% | -839.8% | +98.7% |
| 10Y | +60.6% | +2,950.3% | -2,889.7% | +57.9% |
| All | +143.2% | +7,705.7% | -7,562.5% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling