+5,805.1%
SPG vs ES
+872.5%
+4,932.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| YTD | +27.5% | +7.3% | +20.2% | +23.5% |
| 1Y | +32.2% | +2.1% | +30.1% | +29.9% |
| 3Y | +126.0% | +41.8% | +84.2% | +92.4% |
| 5Y | +74.7% | +1.4% | +73.3% | +67.8% |
| 10Y | +112.8% | +86.8% | +26.1% | +60.3% |
| All | +5,805.1% | +872.5% | +4,932.6% | +2,817.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling