+103.1%
SPG vs EL
-67.1%
+170.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.7% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -6.8% | +19.8% | -26.7% | -11.1% |
| 3M | +2.7% | +25.7% | -23.0% | -3.2% |
| 6M | +5.5% | +5.4% | 0.0% | +2.9% |
| YTD | +15.7% | +0.2% | +15.5% | +13.1% |
| 1Y | +20.9% | +20.4% | +0.4% | +11.7% |
| 3Y | +112.4% | -32.1% | +144.5% | +121.8% |
| All | +103.1% | -67.1% | +170.2% | +189.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling