+116.5%
SPG vs FIVE
+596.6%
-480.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.3% |
| 7D | +5.1% | +6.2% | -1.1% | +3.1% |
| 30D | +16.8% | +18.2% | -1.3% | +10.8% |
| 3M | +5.7% | +3.8% | +1.8% | +3.8% |
| 6M | +17.8% | +13.7% | +4.1% | +11.3% |
| YTD | +30.1% | +34.7% | -4.6% | +15.5% |
| 1Y | +32.8% | +66.6% | -33.8% | +9.9% |
| 3Y | +137.2% | +44.3% | +92.9% | +89.8% |
| 5Y | +81.5% | +18.8% | +62.7% | +49.0% |
| 10Y | +116.5% | +569.2% | -452.7% | +3.4% |
| All | +116.5% | +596.6% | -480.1% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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