+135.4%
SPG vs CAPR
+299.3%
-163.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.5% | -26.4% | 0.0% |
| 7D | +2.7% | +25.8% | -23.0% | +2.6% |
| 30D | +16.6% | +50.2% | -33.6% | +16.3% |
| 3M | +8.1% | +185.5% | -177.4% | +7.5% |
| 6M | +19.3% | -64.8% | +84.2% | +19.4% |
| YTD | +31.1% | -61.1% | +92.2% | +31.1% |
| 1Y | +32.8% | +81.0% | -48.2% | +30.5% |
| All | +135.4% | +299.3% | -163.9% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling