+5,968.7%
SPG vs SM
+1,044.9%
+4,923.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.4% | -0.8% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +16.6% | -17.3% | +33.9% | +19.8% |
| 3M | +8.1% | -3.6% | +11.7% | +7.8% |
| 6M | +19.3% | +2.9% | +16.4% | +16.5% |
| YTD | +31.1% | +70.2% | -39.1% | +15.5% |
| 1Y | +32.8% | +66.5% | -33.7% | +17.3% |
| 3Y | +135.8% | -8.2% | +144.0% | +124.1% |
| 5Y | +85.1% | -1.5% | +86.6% | +65.7% |
| 10Y | +115.9% | +11.9% | +104.1% | +26.8% |
| All | +5,968.7% | +1,044.9% | +4,923.8% | +2,428.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling