+124.2%
SPG vs COMP
+309.8%
-185.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.2% | +7.3% | 0.0% |
| 7D | +5.0% | -1.8% | +6.8% | +5.2% |
| 30D | +12.3% | -0.8% | +13.1% | +12.2% |
| 3M | +1.9% | -28.1% | +30.0% | +4.9% |
| 6M | +14.4% | +27.0% | -12.6% | +10.2% |
| YTD | +26.5% | -12.8% | +39.3% | +25.8% |
| 1Y | +30.7% | +4.9% | +25.8% | +27.0% |
| All | +124.2% | +309.8% | -185.6% | +72.3% |
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