+78.0%
SPG vs M
-11.5%
+89.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.9% |
| 7D | +4.9% | -4.3% | +9.2% | +5.9% |
| 30D | +15.6% | +1.3% | +14.3% | +15.1% |
| 3M | +4.1% | -7.4% | +11.4% | +5.5% |
| 6M | +13.6% | +18.3% | -4.8% | +8.1% |
| YTD | +27.5% | +7.6% | +20.0% | +23.4% |
| 1Y | +32.2% | +17.4% | +14.8% | +24.9% |
| 3Y | +126.0% | +108.4% | +17.6% | +71.4% |
| All | +78.0% | -11.5% | +89.5% | +58.1% |
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