+166.4%
SPG vs FIVE
+868.1%
-701.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.3% |
| 7D | -2.4% | +4.3% | -6.6% | -3.5% |
| 30D | -6.8% | +12.5% | -19.3% | -9.9% |
| 3M | +2.7% | +31.2% | -28.6% | -4.9% |
| 6M | +5.5% | +14.4% | -8.9% | +0.4% |
| YTD | +15.7% | +33.9% | -18.2% | +5.4% |
| 1Y | +20.9% | +65.1% | -44.2% | +3.5% |
| 3Y | +112.4% | +49.0% | +63.4% | +74.7% |
| 5Y | +101.4% | +30.3% | +71.1% | +65.9% |
| 10Y | +60.6% | +481.1% | -420.5% | -3.2% |
| All | +166.4% | +868.1% | -701.7% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling