+115.9%
SPG vs AR
+58.9%
+57.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +2.7% | +2.1% | +0.7% | +2.3% |
| 30D | +16.6% | +4.5% | +12.0% | +15.4% |
| 3M | +8.1% | +1.0% | +7.1% | +7.5% |
| 6M | +19.3% | +4.4% | +14.9% | +17.5% |
| YTD | +31.1% | +10.9% | +20.2% | +26.7% |
| 1Y | +32.8% | +8.6% | +24.2% | +28.6% |
| 3Y | +135.8% | +48.5% | +87.3% | +108.9% |
| 5Y | +85.1% | +95.7% | -10.7% | +48.8% |
| 10Y | +115.9% | +55.5% | +60.5% | +21.9% |
| All | +115.9% | +58.9% | +57.0% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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