+139.9%
SPG vs S
-48.3%
+188.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +2.7% | +1.2% | +1.5% | +2.5% |
| 30D | +16.6% | -7.3% | +23.9% | +17.2% |
| 3M | +8.1% | +5.9% | +2.2% | +6.6% |
| 6M | +19.3% | +45.6% | -26.3% | +12.9% |
| YTD | +31.1% | +58.5% | -27.5% | +22.0% |
| 1Y | +32.8% | +37.6% | -4.8% | +25.5% |
| 3Y | +135.8% | +51.7% | +84.1% | +115.1% |
| 5Y | +85.1% | -67.5% | +152.6% | +81.7% |
| All | +139.9% | -48.3% | +188.2% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling