+85.8%
SPG vs M
-2.0%
+87.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.7% | -3.3% | +6.0% | +3.4% |
| 30D | +16.6% | +8.1% | +8.5% | +14.2% |
| 3M | +8.1% | +2.2% | +5.9% | +7.1% |
| 6M | +19.3% | +35.1% | -15.8% | +10.0% |
| YTD | +31.1% | +15.8% | +15.3% | +24.6% |
| 1Y | +32.8% | +25.8% | +6.9% | +23.4% |
| 3Y | +135.8% | +156.2% | -20.4% | +69.3% |
| All | +85.8% | -2.0% | +87.8% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling