+63.7%
SPG vs SFM
+280.6%
-216.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -2.1% |
| 7D | -1.7% | -7.2% | +5.5% | -1.0% |
| 30D | -6.3% | -14.3% | +8.1% | -5.0% |
| 3M | -2.4% | -13.7% | +11.3% | -1.4% |
| 6M | +9.6% | -6.0% | +15.6% | +9.7% |
| YTD | +14.2% | -8.2% | +22.4% | +14.3% |
| 1Y | +19.3% | -46.2% | +65.5% | +25.2% |
| 3Y | +106.7% | +83.6% | +23.2% | +93.6% |
| 5Y | +104.2% | +212.7% | -108.5% | +82.0% |
| 10Y | +63.7% | +273.0% | -209.3% | +39.9% |
| All | +63.7% | +280.6% | -216.9% | +39.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling