+116.5%
SPG vs AR
+48.7%
+67.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +5.1% | -10.5% | +15.6% | +7.1% |
| 30D | +16.8% | +1.3% | +15.6% | +16.3% |
| 3M | +5.7% | +4.8% | +0.9% | +4.3% |
| 6M | +17.8% | +1.2% | +16.6% | +16.6% |
| YTD | +30.1% | +5.5% | +24.6% | +26.9% |
| 1Y | +32.8% | +8.1% | +24.7% | +28.6% |
| 3Y | +137.2% | +38.8% | +98.4% | +112.8% |
| 5Y | +81.5% | +78.8% | +2.6% | +48.4% |
| 10Y | +116.5% | +46.4% | +70.1% | +22.1% |
| All | +116.5% | +48.7% | +67.9% | +22.1% |
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