+20.9%
SPG vs SFM
-41.4%
+62.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -6.8% | -4.4% | -2.5% | -6.7% |
| 3M | +2.7% | +1.5% | +1.2% | +2.5% |
| 6M | +5.5% | +6.5% | -1.0% | +5.0% |
| YTD | +15.7% | +2.2% | +13.5% | +15.4% |
| 1Y | +20.9% | -41.9% | +62.8% | +32.7% |
| All | +20.9% | -41.4% | +62.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling