+106.6%
SPG vs BR
-5.0%
+111.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -2.2% | -6.0% | +3.8% | -0.1% |
| 30D | -5.8% | -0.9% | -4.9% | -5.6% |
| 3M | -2.8% | +16.4% | -19.2% | -8.7% |
| 6M | +8.9% | -8.2% | +17.1% | +13.1% |
| YTD | +14.3% | -23.2% | +37.5% | +30.0% |
| 1Y | +19.5% | -30.9% | +50.4% | +44.7% |
| All | +106.6% | -5.0% | +111.7% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling