+348.0%
SPG vs BR
+1,321.0%
-973.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.9% |
| 7D | -2.4% | -5.3% | +2.9% | +0.6% |
| 30D | -6.8% | +6.4% | -13.3% | -10.4% |
| 3M | +2.7% | +13.6% | -11.0% | -5.6% |
| 6M | +5.5% | -6.7% | +12.2% | +7.6% |
| YTD | +15.7% | -21.1% | +36.8% | +29.3% |
| 1Y | +20.9% | -29.6% | +50.4% | +44.3% |
| 3Y | +112.4% | -2.4% | +114.8% | +106.6% |
| 5Y | +101.4% | +11.2% | +90.1% | +76.8% |
| 10Y | +60.6% | +191.8% | -131.1% | -27.1% |
| All | +348.0% | +1,321.0% | -973.0% | -40.3% |
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