+135.5%
SPG vs AR
+42.3%
+93.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +2.2% |
| 7D | +5.6% | -5.8% | +11.3% | +6.2% |
| 30D | +17.6% | +4.8% | +12.8% | +16.8% |
| 3M | +7.5% | +1.5% | +5.9% | +7.0% |
| 6M | +18.5% | +4.7% | +13.8% | +17.3% |
| YTD | +30.9% | +9.2% | +21.7% | +27.7% |
| 1Y | +34.1% | +11.2% | +22.9% | +30.2% |
| 3Y | +135.5% | +46.2% | +89.3% | +109.2% |
| All | +135.5% | +42.3% | +93.3% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling