+61.9%
SPG vs SFM
+280.6%
-218.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.5% | -3.1% |
| 7D | -2.7% | -7.2% | +4.5% | -2.1% |
| 30D | -7.3% | -14.3% | +7.1% | -6.1% |
| 3M | -3.5% | -13.7% | +10.3% | -2.4% |
| 6M | +8.5% | -6.0% | +14.5% | +8.5% |
| YTD | +13.0% | -8.2% | +21.2% | +13.1% |
| 1Y | +18.0% | -46.2% | +64.3% | +23.8% |
| 3Y | +104.5% | +83.6% | +21.0% | +91.6% |
| 5Y | +102.0% | +212.7% | -110.7% | +80.0% |
| 10Y | +61.9% | +273.0% | -211.1% | +38.4% |
| All | +61.9% | +280.6% | -218.6% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling