+387.3%
SPG vs CAPR
-99.0%
+486.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | -0.4% |
| 7D | +3.1% | +19.1% | -16.0% | +3.0% |
| 30D | +16.4% | +48.8% | -32.4% | +16.0% |
| 3M | +7.1% | +144.4% | -137.3% | +6.1% |
| 6M | +16.1% | -67.5% | +83.6% | +16.3% |
| YTD | +30.4% | -64.5% | +95.0% | +30.5% |
| 1Y | +33.0% | +74.4% | -41.5% | +29.2% |
| 3Y | +134.6% | +265.7% | -131.1% | +124.2% |
| 5Y | +84.9% | +196.0% | -111.1% | +76.1% |
| 10Y | +114.9% | -62.4% | +177.3% | +100.8% |
| All | +387.3% | -99.0% | +486.3% | +390.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling