+5,256.9%
SPG vs COO
+33,726.0%
-28,469.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -2.4% | -2.2% | -0.2% | -2.0% |
| 30D | -6.8% | -7.0% | +0.2% | -5.8% |
| 3M | +2.7% | +12.2% | -9.5% | +0.7% |
| 6M | +5.5% | -15.1% | +20.6% | +8.1% |
| YTD | +15.7% | -15.1% | +30.8% | +18.5% |
| 1Y | +20.9% | +2.3% | +18.5% | +20.0% |
| 3Y | +112.4% | -23.7% | +136.1% | +119.0% |
| 5Y | +101.4% | -38.9% | +140.3% | +113.7% |
| 10Y | +60.6% | +49.9% | +10.7% | +53.1% |
| All | +5,256.9% | +33,726.0% | -28,469.1% | +3,727.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling