+5,256.9%
SPG vs IT
+5,046.3%
+210.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.1% |
| 7D | -2.4% | -6.0% | +3.6% | -1.0% |
| 30D | -6.8% | 0.0% | -6.8% | -7.0% |
| 3M | +2.7% | +13.1% | -10.4% | -1.7% |
| 6M | +5.5% | +11.7% | -6.2% | +0.3% |
| YTD | +15.7% | -26.1% | +41.8% | +20.2% |
| 1Y | +20.9% | -21.3% | +42.1% | +22.9% |
| 3Y | +112.4% | -46.7% | +159.1% | +132.6% |
| 5Y | +101.4% | -40.5% | +141.9% | +113.0% |
| 10Y | +60.6% | +103.9% | -43.3% | +29.3% |
| All | +5,256.9% | +5,046.3% | +210.6% | +2,739.0% |
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