+78.0%
SPG vs AR
+71.8%
+6.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | +4.9% | -14.3% | +19.2% | +7.4% |
| 30D | +15.6% | +1.4% | +14.2% | +15.1% |
| 3M | +4.1% | +3.4% | +0.7% | +3.0% |
| 6M | +13.6% | -2.1% | +15.6% | +13.1% |
| YTD | +27.5% | +4.7% | +22.8% | +24.6% |
| 1Y | +32.2% | +10.6% | +21.7% | +27.5% |
| 3Y | +126.0% | +24.6% | +101.4% | +106.8% |
| All | +78.0% | +71.8% | +6.2% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling