+3,357.7%
SPG vs EXEL
+353.7%
+3,004.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.6% |
| 7D | +5.1% | +2.3% | +2.8% | +4.7% |
| 30D | +16.8% | +19.8% | -3.0% | +13.9% |
| 3M | +5.7% | +32.7% | -27.0% | +1.5% |
| 6M | +17.8% | +49.0% | -31.2% | +11.2% |
| YTD | +30.1% | +63.7% | -33.6% | +20.8% |
| 1Y | +32.8% | +75.8% | -43.0% | +22.0% |
| 3Y | +137.2% | +241.3% | -104.1% | +95.2% |
| 5Y | +81.5% | +289.0% | -207.6% | +45.1% |
| 10Y | +116.5% | +377.6% | -261.1% | +56.8% |
| All | +3,357.7% | +353.7% | +3,004.0% | +1,454.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling