+128.9%
SPG vs SITM
+3,535.1%
-3,406.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.6% |
| 7D | +2.7% | +17.2% | -14.4% | +0.5% |
| 30D | +16.6% | -17.1% | +33.7% | +18.3% |
| 3M | +8.1% | -29.2% | +37.2% | +11.2% |
| 6M | +19.3% | -47.6% | +66.9% | +25.6% |
| YTD | +31.1% | +33.8% | -2.7% | +18.6% |
| 1Y | +32.8% | +54.1% | -21.3% | +17.2% |
| 3Y | +135.8% | +337.6% | -201.8% | +63.8% |
| 5Y | +85.1% | +89.7% | -4.6% | +34.6% |
| All | +128.9% | +3,535.1% | -3,406.2% | -8.4% |
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