+32.8%
SPG vs COMP
+16.3%
+16.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | +2.7% | +2.2% | +0.5% | +2.5% |
| 30D | +16.6% | +16.3% | +0.2% | +15.1% |
| 3M | +8.1% | -19.1% | +27.2% | +9.0% |
| 6M | +19.3% | +17.1% | +2.2% | +17.1% |
| YTD | +31.1% | -2.9% | +34.0% | +28.8% |
| 1Y | +32.8% | +8.8% | +24.0% | +29.5% |
| All | +32.8% | +16.3% | +16.4% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling