+189.9%
SPG vs SFM
+41.7%
+148.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +5.1% | -10.2% | +15.3% | +6.0% |
| 30D | +16.8% | -23.9% | +40.7% | +19.0% |
| 3M | +5.7% | -42.3% | +47.9% | +9.9% |
| 6M | +17.8% | -40.1% | +57.9% | +21.9% |
| YTD | +30.1% | -37.8% | +67.9% | +33.8% |
| 1Y | +32.8% | -37.1% | +69.9% | +36.4% |
| 3Y | +137.2% | +21.5% | +115.7% | +130.2% |
| 5Y | +81.5% | +103.8% | -22.3% | +68.3% |
| 10Y | +116.5% | +142.0% | -25.5% | +96.4% |
| All | +189.9% | +41.7% | +148.2% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling