+82.7%
SPG vs MKTX
-54.6%
+137.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | +0.2% | +1.7% | +2.0% |
| 30D | +17.2% | +0.9% | +16.3% | +17.1% |
| 3M | +6.3% | +2.6% | +3.7% | +6.0% |
| 6M | +18.7% | +20.4% | -1.7% | +15.4% |
| YTD | +30.1% | -7.1% | +37.1% | +31.9% |
| 1Y | +32.8% | -2.8% | +35.5% | +33.4% |
| 3Y | +133.6% | -21.7% | +155.3% | +137.7% |
| All | +82.7% | -54.6% | +137.3% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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