+5,256.9%
SPG vs M
+336.7%
+4,920.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.9% |
| 7D | -2.4% | +4.7% | -7.1% | -3.9% |
| 30D | -6.8% | -9.6% | +2.8% | -3.7% |
| 3M | +2.7% | +0.9% | +1.8% | +1.6% |
| 6M | +5.5% | +22.3% | -16.8% | -2.7% |
| YTD | +15.7% | +6.5% | +9.2% | +11.0% |
| 1Y | +20.9% | +38.8% | -17.9% | +5.0% |
| 3Y | +112.4% | +115.9% | -3.5% | +45.0% |
| 5Y | +101.4% | +28.6% | +72.7% | +49.5% |
| 10Y | +60.6% | -2.5% | +63.2% | +5.4% |
| All | +5,256.9% | +336.7% | +4,920.2% | +1,935.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling