+102.0%
SPG vs SITM
+4,608.4%
-4,506.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -1.8% |
| 7D | -2.4% | +9.7% | -12.1% | -3.6% |
| 30D | -6.8% | +12.7% | -19.5% | -9.0% |
| 3M | +2.7% | -13.4% | +16.1% | +2.6% |
| 6M | +5.5% | +59.6% | -54.2% | -4.7% |
| YTD | +15.7% | +73.3% | -57.6% | +2.6% |
| 1Y | +20.9% | +165.5% | -144.7% | -0.8% |
| 3Y | +112.4% | +368.7% | -256.3% | +48.6% |
| 5Y | +101.4% | +172.5% | -71.1% | +40.1% |
| All | +102.0% | +4,608.4% | -4,506.4% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling