+875.4%
SPG vs MKTX
+1,445.7%
-570.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -4.9% | +1.0% | -5.9% | -5.2% |
| 3M | +3.3% | +41.3% | -38.0% | -9.2% |
| 6M | +11.2% | -11.3% | +22.5% | +12.9% |
| YTD | +17.1% | -8.6% | +25.6% | +17.4% |
| 1Y | +21.6% | -11.1% | +32.6% | +22.7% |
| 3Y | +111.9% | -24.5% | +136.4% | +116.0% |
| 5Y | +106.9% | -61.4% | +168.3% | +155.3% |
| 10Y | +62.2% | +6.8% | +55.4% | +23.0% |
| All | +875.4% | +1,445.7% | -570.3% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling