+403.7%
SPG vs BR
+1,481.8%
-1,078.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +2.0% | +1.1% | +0.9% | +1.4% |
| 30D | +17.2% | +14.4% | +2.9% | +8.5% |
| 3M | +6.3% | +12.4% | -6.1% | -1.0% |
| 6M | +18.7% | +35.4% | -16.8% | -2.0% |
| YTD | +30.1% | -12.2% | +42.3% | +36.3% |
| 1Y | +32.8% | -12.7% | +45.5% | +39.6% |
| 3Y | +133.6% | +14.3% | +119.3% | +106.8% |
| 5Y | +84.4% | +19.3% | +65.1% | +56.0% |
| 10Y | +114.3% | +278.1% | -163.8% | -17.4% |
| All | +403.7% | +1,481.8% | -1,078.1% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling