+135.4%
SPG vs FIVE
+42.3%
+93.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +16.6% | +17.4% | -0.8% | +13.8% |
| 3M | +8.1% | +7.0% | +1.0% | +6.8% |
| 6M | +19.3% | +20.5% | -1.1% | +15.4% |
| YTD | +31.1% | +33.1% | -2.0% | +24.5% |
| 1Y | +32.8% | +67.1% | -34.3% | +21.7% |
| All | +135.4% | +42.3% | +93.1% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling