+109.0%
SPG vs BG
+111.0%
-2.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -1.0% |
| 7D | +2.0% | +2.6% | -0.6% | +0.9% |
| 30D | +17.2% | -6.7% | +23.9% | +20.4% |
| 3M | +6.3% | -9.3% | +15.6% | +9.9% |
| 6M | +18.7% | -18.3% | +37.0% | +27.2% |
| YTD | +30.1% | +16.2% | +13.9% | +17.4% |
| 1Y | +32.8% | +7.6% | +25.2% | +24.0% |
| 3Y | +133.6% | +6.6% | +127.0% | +111.0% |
| 5Y | +84.4% | +22.2% | +62.2% | +45.9% |
| All | +109.0% | +111.0% | -2.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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