+110.9%
SPG vs COO
+41.2%
+69.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.7% |
| 7D | +4.9% | +4.7% | +0.2% | +2.6% |
| 30D | +15.6% | +13.9% | +1.7% | +8.5% |
| 3M | +4.1% | -14.9% | +19.0% | +11.2% |
| 6M | +13.6% | +2.0% | +11.5% | +10.4% |
| YTD | +27.5% | -23.9% | +51.5% | +43.0% |
| 1Y | +32.2% | -9.6% | +41.9% | +35.5% |
| 3Y | +126.0% | -25.4% | +151.4% | +142.6% |
| 5Y | +74.7% | -41.2% | +115.9% | +109.8% |
| All | +110.9% | +41.2% | +69.7% | +93.0% |
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