+553.4%
SPG vs ET
+1,435.0%
-881.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -6.8% | +7.5% | -14.3% | -9.1% |
| 3M | +2.7% | +11.4% | -8.7% | -1.1% |
| 6M | +5.5% | +18.5% | -13.1% | -0.7% |
| YTD | +15.7% | +37.4% | -21.7% | +3.6% |
| 1Y | +20.9% | +30.9% | -10.1% | +9.8% |
| 3Y | +112.4% | +98.7% | +13.7% | +66.8% |
| 5Y | +101.4% | +230.7% | -129.4% | +32.7% |
| 10Y | +60.6% | +175.6% | -114.9% | +2.5% |
| All | +553.4% | +1,435.0% | -881.6% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling