+116.1%
SPG vs IT
+88.3%
+27.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +5.6% | -7.5% | +13.1% | +8.7% |
| 30D | +17.6% | -1.2% | +18.7% | +17.0% |
| 3M | +7.5% | -2.2% | +9.7% | +6.2% |
| 6M | +18.5% | +19.1% | -0.5% | +4.3% |
| YTD | +30.9% | -25.1% | +56.0% | +39.1% |
| 1Y | +34.1% | -17.4% | +51.5% | +35.3% |
| 3Y | +135.5% | -54.1% | +189.6% | +204.7% |
| 5Y | +86.5% | -42.7% | +129.2% | +101.4% |
| 10Y | +116.1% | +88.1% | +27.9% | +2.2% |
| All | +116.1% | +88.3% | +27.8% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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