+133.6%
SPG vs SBAC
-6.5%
+140.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +17.2% | +5.5% | +11.8% | +16.0% |
| 3M | +6.3% | +3.1% | +3.2% | +5.5% |
| 6M | +18.7% | -7.0% | +25.7% | +20.1% |
| YTD | +30.1% | +0.5% | +29.6% | +29.1% |
| 1Y | +32.8% | +0.2% | +32.5% | +31.9% |
| 3Y | +133.6% | -7.4% | +140.9% | +135.9% |
| All | +133.6% | -6.5% | +140.1% | +135.9% |
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