+104.2%
SPG vs BR
+7.6%
+96.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -1.7% | -5.0% | +3.4% | +0.4% |
| 30D | -6.3% | -2.5% | -3.8% | -5.4% |
| 3M | -2.4% | +13.5% | -15.9% | -8.3% |
| 6M | +9.6% | -9.4% | +19.0% | +14.0% |
| YTD | +14.2% | -23.3% | +37.5% | +28.6% |
| 1Y | +19.3% | -31.6% | +50.9% | +42.8% |
| 3Y | +106.7% | -5.1% | +111.8% | +106.3% |
| 5Y | +104.2% | +8.2% | +96.0% | +77.5% |
| All | +104.2% | +7.6% | +96.6% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling