+87.1%
SPG vs AS
+134.9%
-47.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +4.9% | +6.9% | -2.0% | +3.8% |
| 30D | +15.6% | +16.0% | -0.4% | +13.0% |
| 3M | +4.1% | -12.8% | +16.9% | +6.1% |
| 6M | +13.6% | -15.4% | +29.0% | +16.0% |
| YTD | +27.5% | -15.7% | +43.3% | +29.8% |
| 1Y | +32.2% | +6.1% | +26.2% | +29.6% |
| All | +87.1% | +134.9% | -47.8% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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