+116.5%
SPG vs CAPR
-64.9%
+181.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +1.8% |
| 7D | +5.1% | +36.0% | -31.0% | +4.5% |
| 30D | +16.8% | +25.8% | -9.0% | +16.3% |
| 3M | +5.7% | +140.8% | -135.2% | +3.6% |
| 6M | +17.8% | -67.6% | +85.4% | +18.5% |
| YTD | +30.1% | -65.9% | +96.0% | +30.5% |
| 1Y | +32.8% | +66.1% | -33.3% | +23.9% |
| 3Y | +137.2% | +256.9% | -119.7% | +108.0% |
| 5Y | +81.5% | +172.1% | -90.6% | +57.5% |
| 10Y | +116.5% | -64.7% | +181.2% | +73.8% |
| All | +116.5% | -64.9% | +181.5% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling