+109.5%
SPG vs SM
+18.2%
+91.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.5% |
| 7D | +3.1% | +10.6% | -7.5% | +1.0% |
| 30D | +16.4% | -15.0% | +31.4% | +19.4% |
| 3M | +7.1% | +1.7% | +5.4% | +5.5% |
| 6M | +16.1% | +5.9% | +10.2% | +12.2% |
| YTD | +30.4% | +79.0% | -48.6% | +11.3% |
| 1Y | +33.0% | +84.7% | -51.7% | +12.5% |
| 3Y | +134.6% | -3.5% | +138.1% | +118.4% |
| 5Y | +84.9% | +4.9% | +80.0% | +59.3% |
| All | +109.5% | +18.2% | +91.4% | -16.1% |
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