+167.4%
SPG vs COMP
-52.0%
+219.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.7% | -9.9% | -0.4% |
| 7D | +4.9% | +13.4% | -8.5% | +3.3% |
| 30D | +15.6% | +11.1% | +4.5% | +13.9% |
| 3M | +4.1% | -18.8% | +22.9% | +6.1% |
| 6M | +13.6% | +10.5% | +3.1% | +11.1% |
| YTD | +27.5% | -3.4% | +31.0% | +25.2% |
| 1Y | +32.2% | +19.7% | +12.5% | +26.2% |
| 3Y | +126.0% | +381.6% | -255.6% | +73.5% |
| 5Y | +74.7% | -17.6% | +92.3% | +53.4% |
| All | +167.4% | -52.0% | +219.3% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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