+157.8%
SPG vs SFM
+132.6%
+25.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.2% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -6.8% | -4.4% | -2.5% | -6.6% |
| 3M | +2.7% | +1.5% | +1.2% | +2.3% |
| 6M | +5.5% | +6.5% | -1.0% | +4.4% |
| YTD | +15.7% | +2.2% | +13.5% | +14.8% |
| 1Y | +20.9% | -41.9% | +62.8% | +25.5% |
| 3Y | +112.4% | +106.8% | +5.6% | +98.3% |
| 5Y | +101.4% | +231.6% | -130.2% | +80.2% |
| 10Y | +60.6% | +258.4% | -197.8% | +41.2% |
| All | +157.8% | +132.6% | +25.2% | +129.1% |
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