+108.6%
SPG vs BG
+86.7%
+21.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | -6.3% | +10.3% | -16.6% | -8.1% |
| 3M | -2.4% | -1.9% | -0.5% | -2.3% |
| 6M | +9.6% | +5.2% | +4.4% | +7.8% |
| YTD | +14.2% | +41.2% | -27.0% | +4.5% |
| 1Y | +19.3% | +50.5% | -31.2% | +7.1% |
| 3Y | +106.7% | +19.9% | +86.8% | +94.9% |
| All | +108.6% | +86.7% | +21.9% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling