+59.0%
SPG vs COO
+48.2%
+10.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | -2.4% | -2.2% | -0.2% | -1.3% |
| 30D | -6.8% | -7.0% | +0.2% | -3.6% |
| 3M | +2.7% | +12.2% | -9.5% | -3.5% |
| 6M | +5.5% | -15.1% | +20.6% | +13.6% |
| YTD | +15.7% | -15.1% | +30.8% | +24.4% |
| 1Y | +20.9% | +2.3% | +18.5% | +17.3% |
| 3Y | +112.4% | -23.7% | +136.1% | +129.4% |
| 5Y | +101.4% | -38.9% | +140.3% | +142.3% |
| All | +59.0% | +48.2% | +10.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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