+20.9%
SPG vs SM
+37.6%
-16.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -6.8% | +26.3% | -33.1% | -5.8% |
| 3M | +2.7% | +8.7% | -6.0% | +3.2% |
| 6M | +5.5% | +51.7% | -46.2% | +5.9% |
| YTD | +15.7% | +99.0% | -83.3% | +13.9% |
| 1Y | +20.9% | +34.6% | -13.7% | +18.7% |
| All | +20.9% | +37.6% | -16.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling