+5,256.9%
SPG vs ES
+877.8%
+4,379.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -6.8% | -2.0% | -4.9% | -6.2% |
| 3M | +2.7% | +1.7% | +1.0% | +2.0% |
| 6M | +5.5% | -3.5% | +9.0% | +6.7% |
| YTD | +15.7% | +7.9% | +7.8% | +11.9% |
| 1Y | +20.9% | +17.2% | +3.7% | +12.6% |
| 3Y | +112.4% | +29.3% | +83.1% | +87.2% |
| 5Y | +101.4% | -5.7% | +107.1% | +98.8% |
| 10Y | +60.6% | +85.2% | -24.6% | +21.5% |
| All | +5,256.9% | +877.8% | +4,379.1% | +2,543.5% |
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