+84.9%
SPG vs COO
-39.4%
+124.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +3.1% | -2.1% | +5.2% | +3.9% |
| 30D | +16.4% | +13.9% | +2.5% | +11.1% |
| 3M | +7.1% | -18.9% | +26.0% | +14.8% |
| 6M | +16.1% | +3.7% | +12.3% | +13.1% |
| YTD | +30.4% | -24.1% | +54.6% | +42.7% |
| 1Y | +33.0% | -14.2% | +47.2% | +38.5% |
| 3Y | +134.6% | -24.5% | +159.1% | +146.3% |
| 5Y | +84.9% | -40.4% | +125.3% | +111.4% |
| All | +84.9% | -39.4% | +124.3% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling