+82.7%
SPG vs CAPR
+172.3%
-89.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.7% | -0.2% |
| 7D | +2.0% | +5.9% | -3.9% | +1.9% |
| 30D | +17.2% | +44.6% | -27.4% | +16.9% |
| 3M | +6.3% | +126.4% | -120.0% | +5.5% |
| 6M | +18.7% | -68.6% | +87.3% | +19.0% |
| YTD | +30.1% | -67.0% | +97.1% | +30.3% |
| 1Y | +32.8% | +65.2% | -32.4% | +28.5% |
| 3Y | +133.6% | +235.6% | -102.0% | +104.3% |
| All | +82.7% | +172.3% | -89.5% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling