+111.8%
SPG vs S
-56.8%
+168.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.4% | -7.7% | +5.3% | -1.5% |
| 30D | -6.8% | -5.3% | -1.5% | -6.5% |
| 3M | +2.7% | +20.3% | -17.6% | -0.1% |
| 6M | +5.5% | +47.4% | -41.9% | -0.4% |
| YTD | +15.7% | +32.5% | -16.8% | +10.4% |
| 1Y | +20.9% | +9.5% | +11.3% | +17.7% |
| 3Y | +112.4% | +15.5% | +96.9% | +100.5% |
| 5Y | +101.4% | -71.2% | +172.6% | +100.8% |
| All | +111.8% | -56.8% | +168.5% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling