+2,689.6%
SPG vs SBAC
+2,208.1%
+481.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | -6.8% | +6.9% | -13.8% | -7.8% |
| 3M | +2.7% | -8.2% | +10.9% | +3.8% |
| 6M | +5.5% | -1.6% | +7.1% | +5.1% |
| YTD | +15.7% | -0.1% | +15.8% | +14.9% |
| 1Y | +20.9% | -0.5% | +21.3% | +20.1% |
| 3Y | +112.4% | -9.1% | +121.5% | +112.4% |
| 5Y | +101.4% | -43.8% | +145.1% | +114.9% |
| 10Y | +60.6% | +80.5% | -19.9% | +45.2% |
| All | +2,689.6% | +2,208.1% | +481.5% | +1,767.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling