+126.0%
SPG vs COMP
+353.8%
-227.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.7% | -9.9% | -0.3% |
| 7D | +4.9% | +13.4% | -8.5% | +3.5% |
| 30D | +15.6% | +11.1% | +4.5% | +14.1% |
| 3M | +4.1% | -18.8% | +22.9% | +5.9% |
| 6M | +13.6% | +10.5% | +3.1% | +11.3% |
| YTD | +27.5% | -3.4% | +31.0% | +25.5% |
| 1Y | +32.2% | +19.7% | +12.5% | +26.6% |
| 3Y | +126.0% | +381.6% | -255.6% | +71.8% |
| All | +126.0% | +353.8% | -227.8% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling