+78.0%
SPG vs SM
-11.5%
+89.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +4.9% | -25.9% | +30.8% | +9.0% |
| 30D | +15.6% | -15.1% | +30.7% | +17.7% |
| 3M | +4.1% | +4.9% | -0.8% | +2.3% |
| 6M | +13.6% | +6.1% | +7.4% | +10.4% |
| YTD | +27.5% | +63.4% | -35.9% | +13.1% |
| 1Y | +32.2% | +72.5% | -40.2% | +15.8% |
| 3Y | +126.0% | -16.9% | +142.9% | +117.4% |
| All | +78.0% | -11.5% | +89.5% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling