+5,805.1%
SPG vs IT
+5,147.9%
+657.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.8% |
| 7D | +4.9% | -16.9% | +21.8% | +9.2% |
| 30D | +15.6% | +2.3% | +13.3% | +14.5% |
| 3M | +4.1% | +2.9% | +1.2% | +2.3% |
| 6M | +13.6% | +25.9% | -12.3% | +4.6% |
| YTD | +27.5% | -24.6% | +52.2% | +30.8% |
| 1Y | +32.2% | -16.0% | +48.3% | +32.0% |
| 3Y | +126.0% | -51.6% | +177.6% | +152.0% |
| 5Y | +74.7% | -42.6% | +117.4% | +85.2% |
| 10Y | +112.8% | +103.6% | +9.3% | +70.0% |
| All | +5,805.1% | +5,147.9% | +657.2% | +2,989.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling