+116.5%
SPG vs ED
+132.0%
-15.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | +5.1% | -0.1% | +5.2% | +5.1% |
| 30D | +16.8% | +11.6% | +5.3% | +12.0% |
| 3M | +5.7% | +10.5% | -4.9% | +1.6% |
| 6M | +17.8% | +13.2% | +4.6% | +12.3% |
| YTD | +30.1% | +22.1% | +8.0% | +20.2% |
| 1Y | +32.8% | +24.2% | +8.6% | +21.8% |
| 3Y | +137.2% | +46.9% | +90.3% | +100.1% |
| 5Y | +81.5% | +80.8% | +0.7% | +40.2% |
| 10Y | +116.5% | +134.3% | -17.7% | +48.4% |
| All | +116.5% | +132.0% | -15.5% | +48.4% |
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