+78.0%
SPG vs SFM
+105.4%
-27.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.7% | +1.3% |
| 7D | +4.9% | -1.2% | +6.1% | +4.9% |
| 30D | +15.6% | -24.8% | +40.4% | +18.5% |
| 3M | +4.1% | -43.7% | +47.8% | +10.0% |
| 6M | +13.6% | -37.3% | +50.8% | +18.1% |
| YTD | +27.5% | -38.4% | +65.9% | +32.4% |
| 1Y | +32.2% | -36.9% | +69.2% | +36.8% |
| 3Y | +126.0% | +20.7% | +105.3% | +111.9% |
| All | +78.0% | +105.4% | -27.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling