+115.9%
SPG vs ES
+92.3%
+23.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +16.6% | +6.7% | +9.8% | +13.4% |
| 3M | +8.1% | +0.3% | +7.7% | +7.8% |
| 6M | +19.3% | +7.4% | +11.9% | +15.6% |
| YTD | +31.1% | +8.4% | +22.7% | +26.1% |
| 1Y | +32.8% | +0.6% | +32.1% | +31.0% |
| 3Y | +135.8% | +50.6% | +85.2% | +91.2% |
| 5Y | +85.1% | +4.8% | +80.3% | +74.7% |
| 10Y | +115.9% | +93.1% | +22.9% | +62.2% |
| All | +115.9% | +92.3% | +23.6% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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