+166.3%
SPG vs AR
-27.2%
+193.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -2.4% | +2.5% | -4.9% | -2.8% |
| 30D | -6.8% | +14.8% | -21.6% | -9.0% |
| 3M | +2.7% | +6.2% | -3.6% | +1.4% |
| 6M | +5.5% | +4.3% | +1.2% | +4.0% |
| YTD | +15.7% | +14.4% | +1.3% | +12.0% |
| 1Y | +20.9% | +21.3% | -0.5% | +15.4% |
| 3Y | +112.4% | +39.8% | +72.6% | +93.4% |
| 5Y | +101.4% | +142.1% | -40.7% | +61.4% |
| 10Y | +60.6% | +52.0% | +8.6% | -6.3% |
| All | +166.3% | -27.2% | +193.5% | +57.0% |
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