+86.5%
SPG vs FIVE
+18.8%
+67.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +5.6% | +7.3% | -1.7% | +4.0% |
| 30D | +17.6% | +18.1% | -0.5% | +13.4% |
| 3M | +7.5% | +7.7% | -0.3% | +5.4% |
| 6M | +18.5% | +13.6% | +4.9% | +14.2% |
| YTD | +30.9% | +34.6% | -3.7% | +20.8% |
| 1Y | +34.1% | +66.2% | -32.1% | +17.8% |
| 3Y | +135.5% | +43.5% | +92.1% | +107.0% |
| 5Y | +86.5% | +20.7% | +65.9% | +66.6% |
| All | +86.5% | +18.8% | +67.7% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling