+108.7%
SPG vs ITOT
+71.8%
+36.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.7% |
| 7D | -2.2% | -2.0% | -0.2% | -0.3% |
| 30D | -5.8% | -2.0% | -3.8% | -4.1% |
| 3M | -2.8% | +4.5% | -7.3% | -7.1% |
| 6M | +8.9% | +12.6% | -3.8% | -3.4% |
| YTD | +14.3% | +12.0% | +2.3% | +1.7% |
| 1Y | +19.5% | +17.3% | +2.2% | +1.3% |
| 3Y | +106.9% | +75.2% | +31.6% | +15.6% |
| 5Y | +108.7% | +74.0% | +34.7% | +20.0% |
| All | +108.7% | +71.8% | +36.9% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling