+103.1%
SPG vs SBAC
-43.7%
+146.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -6.8% | +6.9% | -13.8% | -8.8% |
| 3M | +2.7% | -8.2% | +10.9% | +5.2% |
| 6M | +5.5% | -1.6% | +7.1% | +4.8% |
| YTD | +15.7% | -0.1% | +15.8% | +14.0% |
| 1Y | +20.9% | -0.5% | +21.3% | +19.1% |
| 3Y | +112.4% | -9.1% | +121.5% | +110.4% |
| All | +103.1% | -43.7% | +146.8% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling