+108.7%
SPG vs ET
+241.7%
-133.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -2.2% | +1.4% | -3.6% | -2.7% |
| 30D | -5.8% | +4.6% | -10.3% | -7.6% |
| 3M | -2.8% | +16.0% | -18.8% | -8.8% |
| 6M | +8.9% | +22.8% | -13.9% | -0.7% |
| YTD | +14.3% | +38.9% | -24.6% | -1.4% |
| 1Y | +19.5% | +34.1% | -14.6% | +4.5% |
| 3Y | +106.9% | +98.8% | +8.0% | +48.5% |
| 5Y | +108.7% | +246.8% | -138.1% | +23.2% |
| All | +108.7% | +241.7% | -133.0% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling