+103.1%
SPG vs ED
+67.1%
+36.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -6.8% | -0.1% | -6.7% | -6.8% |
| 3M | +2.7% | +3.9% | -1.3% | +1.3% |
| 6M | +5.5% | -3.0% | +8.5% | +6.4% |
| YTD | +15.7% | +10.7% | +5.0% | +11.3% |
| 1Y | +20.9% | +13.3% | +7.5% | +15.2% |
| 3Y | +112.4% | +34.5% | +77.9% | +83.6% |
| All | +103.1% | +67.1% | +36.0% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling