+85.5%
SPG vs AS
+133.7%
-48.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | +5.0% | +7.1% | -2.1% | +3.9% |
| 30D | +12.3% | +12.8% | -0.5% | +10.2% |
| 3M | +1.9% | -14.7% | +16.6% | +4.1% |
| 6M | +14.4% | -9.9% | +24.4% | +15.7% |
| YTD | +26.5% | -16.1% | +42.6% | +28.8% |
| 1Y | +30.7% | +0.2% | +30.5% | +29.2% |
| All | +85.5% | +133.7% | -48.2% | +64.0% |
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