+33.3%
SPG vs COO
-8.8%
+42.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.3% |
| 7D | +5.1% | +4.3% | +0.8% | +3.9% |
| 30D | +16.8% | +17.6% | -0.7% | +12.0% |
| 3M | +5.7% | -13.9% | +19.5% | +10.3% |
| 6M | +17.8% | +6.6% | +11.2% | +14.4% |
| YTD | +30.1% | -22.0% | +52.1% | +38.4% |
| All | +33.3% | -8.8% | +42.1% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling