+59.0%
SPG vs CAPR
-75.3%
+134.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -2.4% | -2.0% | -0.4% | -2.4% |
| 30D | -6.8% | +139.2% | -146.0% | -8.6% |
| 3M | +2.7% | -66.4% | +69.0% | +3.4% |
| 6M | +5.5% | -63.1% | +68.6% | +5.9% |
| YTD | +15.7% | -67.4% | +83.1% | +16.3% |
| 1Y | +20.9% | +58.2% | -37.4% | +12.7% |
| 3Y | +112.4% | +42.2% | +70.2% | +90.9% |
| 5Y | +101.4% | +87.3% | +14.1% | +76.5% |
| All | +59.0% | -75.3% | +134.2% | +29.2% |
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