+126.0%
SPG vs SBAC
-10.4%
+136.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | +4.9% | +1.2% | +3.7% | +4.6% |
| 30D | +15.6% | +11.2% | +4.4% | +13.2% |
| 3M | +4.1% | +4.5% | -0.4% | +3.0% |
| 6M | +13.6% | -12.2% | +25.7% | +16.3% |
| YTD | +27.5% | -0.1% | +27.7% | +26.8% |
| 1Y | +32.2% | -0.3% | +32.5% | +31.4% |
| 3Y | +126.0% | -8.7% | +134.7% | +123.0% |
| All | +126.0% | -10.4% | +136.4% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling