+116.1%
SPG vs ED
+136.7%
-20.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.3% |
| 7D | +5.6% | +2.1% | +3.5% | +4.7% |
| 30D | +17.6% | +12.4% | +5.2% | +12.4% |
| 3M | +7.5% | +13.1% | -5.7% | +2.4% |
| 6M | +18.5% | +14.1% | +4.5% | +12.6% |
| YTD | +30.9% | +23.1% | +7.9% | +20.6% |
| 1Y | +34.1% | +25.4% | +8.7% | +22.5% |
| 3Y | +135.5% | +47.9% | +87.7% | +98.1% |
| 5Y | +86.5% | +81.9% | +4.7% | +43.7% |
| 10Y | +116.1% | +141.3% | -25.2% | +45.3% |
| All | +116.1% | +136.7% | -20.6% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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