+109.3%
SPG vs SITM
+168.6%
-59.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | 0.0% | +8.4% | -8.4% | -0.9% |
| 30D | -4.9% | -17.4% | +12.5% | -3.2% |
| 3M | +3.3% | -9.8% | +13.1% | +3.0% |
| 6M | +11.2% | +83.0% | -71.8% | -0.4% |
| YTD | +17.1% | +69.6% | -52.5% | +5.2% |
| 1Y | +21.6% | +144.9% | -123.3% | +2.4% |
| 3Y | +111.9% | +429.9% | -318.0% | +48.3% |
| All | +109.3% | +168.6% | -59.3% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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