+78.0%
SPG vs ES
+1.4%
+76.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.9% |
| 7D | +4.9% | +1.9% | +3.0% | +4.1% |
| 30D | +15.6% | +7.1% | +8.6% | +12.6% |
| 3M | +4.1% | -1.9% | +6.0% | +4.7% |
| 6M | +13.6% | +4.4% | +9.2% | +11.6% |
| YTD | +27.5% | +7.3% | +20.2% | +23.6% |
| 1Y | +32.2% | +2.1% | +30.1% | +29.9% |
| 3Y | +126.0% | +41.8% | +84.2% | +89.1% |
| All | +78.0% | +1.4% | +76.6% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling