+82.7%
SPG vs SM
+5.5%
+77.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.0% | +9.4% | -7.4% | +0.7% |
| 30D | +17.2% | -14.4% | +31.6% | +19.2% |
| 3M | +6.3% | +1.6% | +4.8% | +5.2% |
| 6M | +18.7% | +6.3% | +12.3% | +15.6% |
| YTD | +30.1% | +78.8% | -48.7% | +13.9% |
| 1Y | +32.8% | +83.1% | -50.4% | +15.6% |
| 3Y | +133.6% | -5.9% | +139.5% | +120.5% |
| All | +82.7% | +5.5% | +77.3% | +60.9% |
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