+191.2%
SPG vs AR
-32.8%
+224.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.4% |
| 7D | +5.0% | -11.7% | +16.7% | +7.0% |
| 30D | +12.3% | +1.8% | +10.5% | +11.8% |
| 3M | +1.9% | +6.0% | -4.1% | +0.5% |
| 6M | +14.4% | -7.0% | +21.5% | +15.0% |
| YTD | +26.5% | +5.6% | +20.9% | +23.7% |
| 1Y | +30.7% | +10.8% | +19.9% | +26.5% |
| 3Y | +122.6% | +19.3% | +103.3% | +107.8% |
| 5Y | +73.3% | +73.3% | 0.0% | +46.7% |
| 10Y | +111.1% | +47.6% | +63.5% | +24.2% |
| All | +191.2% | -32.8% | +224.0% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling