+110.9%
SPG vs FIVE
+563.4%
-452.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | +15.6% | +17.7% | -2.1% | +9.8% |
| 3M | +4.1% | +4.0% | +0.1% | +2.2% |
| 6M | +13.6% | +2.6% | +11.0% | +10.8% |
| YTD | +27.5% | +27.6% | 0.0% | +15.2% |
| 1Y | +32.2% | +59.9% | -27.7% | +10.8% |
| 3Y | +126.0% | +35.8% | +90.2% | +84.4% |
| 5Y | +74.7% | +14.4% | +60.3% | +44.9% |
| All | +110.9% | +563.4% | -452.5% | +2.5% |
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