+126.0%
SPG vs EXEL
+231.1%
-105.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | +15.6% | +19.0% | -3.4% | +13.4% |
| 3M | +4.1% | +33.3% | -29.2% | +0.8% |
| 6M | +13.6% | +42.9% | -29.3% | +9.1% |
| YTD | +27.5% | +58.7% | -31.2% | +20.8% |
| 1Y | +32.2% | +70.5% | -38.3% | +24.3% |
| 3Y | +126.0% | +233.8% | -107.8% | +91.6% |
| All | +126.0% | +231.1% | -105.1% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling