+184.2%
SPG vs SFM
+40.3%
+143.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.7% | +1.2% |
| 7D | +4.9% | -1.2% | +6.1% | +4.9% |
| 30D | +15.6% | -24.8% | +40.4% | +17.8% |
| 3M | +4.1% | -43.7% | +47.8% | +8.5% |
| 6M | +13.6% | -37.3% | +50.8% | +17.1% |
| YTD | +27.5% | -38.4% | +65.9% | +31.3% |
| 1Y | +32.2% | -36.9% | +69.2% | +35.8% |
| 3Y | +126.0% | +20.7% | +105.3% | +119.5% |
| 5Y | +74.7% | +103.5% | -28.7% | +62.1% |
| 10Y | +112.8% | +139.7% | -26.9% | +93.2% |
| All | +184.2% | +40.3% | +143.9% | +161.9% |
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 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