+5,256.9%
SPG vs ED
+1,523.4%
+3,733.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.4% |
| 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% | +0.8% |
| 6M | +5.5% | -3.0% | +8.5% | +6.7% |
| YTD | +15.7% | +10.7% | +5.0% | +10.0% |
| 1Y | +20.9% | +13.3% | +7.5% | +13.5% |
| 3Y | +112.4% | +34.5% | +77.9% | +80.7% |
| 5Y | +101.4% | +67.1% | +34.2% | +52.8% |
| 10Y | +60.6% | +103.0% | -42.4% | +6.5% |
| All | +5,256.9% | +1,523.4% | +3,733.5% | +1,812.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling