+133.4%
SPG vs S
-52.7%
+186.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +4.9% | -13.4% | +18.3% | +6.5% |
| 30D | +15.6% | -14.0% | +29.6% | +17.2% |
| 3M | +4.1% | +4.9% | -0.8% | +2.7% |
| 6M | +13.6% | +42.0% | -28.4% | +7.7% |
| YTD | +27.5% | +45.1% | -17.6% | +19.9% |
| 1Y | +32.2% | +33.1% | -0.8% | +25.4% |
| 3Y | +126.0% | +40.6% | +85.4% | +107.9% |
| 5Y | +74.7% | -67.5% | +142.2% | +72.9% |
| All | +133.4% | -52.7% | +186.1% | +136.5% |
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