+82.7%
SPG vs S
-71.1%
+153.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.0% | +2.0% | 0.0% | +1.7% |
| 30D | +17.2% | -2.7% | +20.0% | +17.3% |
| 3M | +6.3% | -6.9% | +13.2% | +6.4% |
| 6M | +18.7% | +38.1% | -19.4% | +12.5% |
| YTD | +30.1% | +48.0% | -17.9% | +21.4% |
| 1Y | +32.8% | +34.5% | -1.7% | +25.2% |
| 3Y | +133.6% | +38.3% | +95.3% | +113.5% |
| All | +82.7% | -71.1% | +153.9% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling