+116.5%
SPG vs M
+3.7%
+112.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | -0.8% |
| 7D | +5.1% | +2.5% | +2.5% | +3.9% |
| 30D | +16.8% | +10.1% | +6.8% | +12.7% |
| 3M | +5.7% | -0.9% | +6.6% | +5.2% |
| 6M | +17.8% | +30.2% | -12.4% | +5.7% |
| YTD | +30.1% | +16.3% | +13.8% | +20.3% |
| 1Y | +32.8% | +27.0% | +5.8% | +18.5% |
| 3Y | +137.2% | +154.5% | -17.3% | +48.7% |
| 5Y | +81.5% | -1.1% | +82.5% | +48.6% |
| 10Y | +116.5% | +0.5% | +116.0% | -6.3% |
| All | +116.5% | +3.7% | +112.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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