+62.1%
SPG vs AZO
+296.8%
-234.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -1.2% | -3.6% | +2.4% | +0.4% |
| 30D | -6.1% | -5.6% | -0.6% | -3.8% |
| 3M | -3.6% | -6.6% | +3.0% | -1.2% |
| 6M | +10.4% | -22.5% | +32.9% | +22.2% |
| YTD | +14.4% | -15.2% | +29.6% | +20.7% |
| 1Y | +16.5% | -33.9% | +50.5% | +37.6% |
| 3Y | +106.8% | +11.8% | +95.0% | +84.4% |
| 5Y | +108.9% | +85.5% | +23.4% | +37.1% |
| All | +62.1% | +296.8% | -234.7% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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