+62.1%
SPG vs ET
+177.0%
-114.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -6.1% | +2.9% | -9.0% | -7.5% |
| 3M | -3.6% | +16.8% | -20.4% | -10.9% |
| 6M | +10.4% | +18.9% | -8.5% | +0.8% |
| YTD | +14.4% | +37.7% | -23.3% | -3.2% |
| 1Y | +16.5% | +32.4% | -15.9% | +0.3% |
| 3Y | +106.8% | +99.5% | +7.3% | +42.5% |
| 5Y | +108.9% | +244.0% | -135.1% | +6.9% |
| All | +62.1% | +177.0% | -114.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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