+2,272.4%
SPG vs BG
+1,169.9%
+1,102.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | -1.2% | +3.1% | -4.3% | -2.3% |
| 30D | -6.1% | +10.2% | -16.4% | -9.5% |
| 3M | -3.6% | -1.7% | -2.0% | -3.8% |
| 6M | +10.4% | +1.0% | +9.4% | +8.5% |
| YTD | +14.4% | +39.9% | -25.5% | -0.6% |
| 1Y | +16.5% | +53.2% | -36.7% | -2.7% |
| 3Y | +106.8% | +16.3% | +90.5% | +86.3% |
| 5Y | +108.9% | +83.9% | +25.0% | +53.4% |
| 10Y | +63.9% | +165.1% | -101.2% | +1.0% |
| All | +2,272.4% | +1,169.9% | +1,102.6% | +1,111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling