+62.2%
SPG vs EL
+31.4%
+30.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.9% |
| 7D | 0.0% | +1.7% | -1.7% | -0.6% |
| 30D | -4.9% | +15.5% | -20.4% | -10.2% |
| 3M | +3.3% | +20.6% | -17.2% | -4.1% |
| 6M | +11.2% | +10.5% | +0.7% | +5.2% |
| YTD | +17.1% | -1.9% | +18.9% | +13.6% |
| 1Y | +21.6% | +16.1% | +5.5% | +9.4% |
| 3Y | +111.9% | -30.2% | +142.1% | +117.4% |
| 5Y | +106.9% | -67.4% | +174.3% | +209.5% |
| 10Y | +62.2% | +31.2% | +31.0% | +49.3% |
| All | +62.2% | +31.4% | +30.8% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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