+36.5%
SPG vs Q
+75.8%
-39.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +5.6% | +4.0% | +1.6% | +5.5% |
| 30D | +17.6% | -2.3% | +19.9% | +17.6% |
| 3M | +7.5% | -7.9% | +15.4% | +7.6% |
| 6M | +18.5% | -16.0% | +34.5% | +18.8% |
| YTD | +30.9% | +51.7% | -20.8% | +26.5% |
| 1Y | +34.1% | +28.3% | +5.8% | +32.8% |
| All | +36.5% | +75.8% | -39.4% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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