+67.8%
SPG vs EXEL
+373.1%
-305.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.5% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | -4.9% | +6.7% | -11.6% | -5.8% |
| 3M | +3.3% | +11.5% | -8.2% | +1.7% |
| 6M | +11.2% | +38.8% | -27.6% | +6.2% |
| YTD | +17.1% | +31.6% | -14.5% | +12.4% |
| 1Y | +21.6% | +53.0% | -31.4% | +14.1% |
| 3Y | +111.9% | +160.8% | -49.0% | +82.1% |
| 5Y | +106.9% | +190.1% | -83.2% | +73.2% |
| All | +67.8% | +373.1% | -305.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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