+67.8%
SPG vs IT
+91.7%
-23.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +4.1% |
| 7D | 0.0% | -9.1% | +9.1% | +3.6% |
| 30D | -4.9% | -7.0% | +2.1% | -2.8% |
| 3M | +3.3% | +7.6% | -4.3% | -2.9% |
| 6M | +11.2% | +2.1% | +9.1% | +5.0% |
| YTD | +17.1% | -31.6% | +48.6% | +30.8% |
| 1Y | +21.6% | -29.9% | +51.5% | +32.3% |
| 3Y | +111.9% | -51.3% | +163.1% | +160.3% |
| 5Y | +106.9% | -44.8% | +151.7% | +125.7% |
| All | +67.8% | +91.7% | -23.9% | -16.6% |
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