+116.5%
SPG vs COO
+40.7%
+75.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +0.8% |
| 7D | +5.1% | +4.3% | +0.8% | +2.9% |
| 30D | +16.8% | +17.6% | -0.7% | +8.0% |
| 3M | +5.7% | -13.9% | +19.5% | +12.3% |
| 6M | +17.8% | +6.6% | +11.2% | +12.1% |
| YTD | +30.1% | -22.0% | +52.1% | +44.2% |
| 1Y | +32.8% | -8.8% | +41.6% | +35.5% |
| 3Y | +137.2% | -21.5% | +158.7% | +147.7% |
| 5Y | +81.5% | -41.0% | +122.5% | +118.4% |
| 10Y | +116.5% | +40.9% | +75.6% | +97.7% |
| All | +116.5% | +40.7% | +75.8% | +97.7% |
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