+4,801.9%
SPG vs EL
+1,792.3%
+3,009.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | +4.9% | +0.8% | +4.1% | +4.5% |
| 30D | +15.6% | +16.5% | -0.9% | +9.5% |
| 3M | +4.1% | +29.2% | -25.1% | -5.7% |
| 6M | +13.6% | +27.9% | -14.3% | +2.5% |
| YTD | +27.5% | +6.2% | +21.3% | +20.1% |
| 1Y | +32.2% | +27.2% | +5.1% | +16.3% |
| 3Y | +126.0% | +3.2% | +122.8% | +98.0% |
| 5Y | +74.7% | -66.0% | +140.7% | +125.4% |
| 10Y | +112.8% | +58.3% | +54.5% | +58.2% |
| All | +4,801.9% | +1,792.3% | +3,009.6% | +1,824.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling