+135.4%
SPG vs COO
-23.7%
+159.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +2.7% | -2.3% | +5.0% | +3.4% |
| 30D | +16.6% | +13.3% | +3.3% | +12.5% |
| 3M | +8.1% | -18.1% | +26.2% | +14.0% |
| 6M | +19.3% | +6.7% | +12.6% | +16.1% |
| YTD | +31.1% | -23.2% | +54.3% | +40.1% |
| 1Y | +32.8% | -12.3% | +45.1% | +36.4% |
| All | +135.4% | -23.7% | +159.1% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling