+78.0%
SPG vs CAPR
+142.6%
-64.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | +0.8% |
| 7D | +4.9% | +41.1% | -36.2% | +4.6% |
| 30D | +15.6% | +11.1% | +4.5% | +15.5% |
| 3M | +4.1% | +115.3% | -111.2% | +3.3% |
| 6M | +13.6% | -73.8% | +87.4% | +14.0% |
| YTD | +27.5% | -68.8% | +96.4% | +27.8% |
| 1Y | +32.2% | +43.3% | -11.1% | +28.4% |
| 3Y | +126.0% | +214.7% | -88.7% | +97.8% |
| All | +78.0% | +142.6% | -64.6% | +47.8% |
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 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