+59.0%
SPG vs SM
+5.6%
+53.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -6.8% | +26.3% | -33.1% | -11.3% |
| 3M | +2.7% | +8.7% | -6.0% | 0.0% |
| 6M | +5.5% | +51.7% | -46.2% | -5.3% |
| YTD | +15.7% | +99.0% | -83.3% | -2.3% |
| 1Y | +20.9% | +34.6% | -13.7% | +9.9% |
| 3Y | +112.4% | -7.8% | +120.1% | +101.2% |
| 5Y | +101.4% | +104.8% | -3.4% | +51.1% |
| All | +59.0% | +5.6% | +53.4% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling