+116.5%
SPG vs SM
+4.9%
+111.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.8% | +2.6% |
| 7D | +5.1% | -22.3% | +27.4% | +10.0% |
| 30D | +16.8% | -21.4% | +38.2% | +21.8% |
| 3M | +5.7% | +1.4% | +4.3% | +4.1% |
| 6M | +17.8% | +0.1% | +17.7% | +15.1% |
| YTD | +30.1% | +59.0% | -28.8% | +13.7% |
| 1Y | +32.8% | +64.3% | -31.6% | +15.0% |
| 3Y | +137.2% | -13.1% | +150.3% | +125.5% |
| 5Y | +81.5% | -13.9% | +95.3% | +62.8% |
| 10Y | +116.5% | +1.7% | +114.8% | -11.0% |
| All | +116.5% | +4.9% | +111.6% | -11.0% |
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