+63.7%
SPG vs USFR
+28.0%
+35.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.7% | +0.1% | -1.7% | -1.8% |
| 30D | -6.3% | +0.3% | -6.5% | -6.8% |
| 3M | -2.4% | +1.0% | -3.4% | -4.3% |
| 6M | +9.6% | +1.9% | +7.7% | +5.6% |
| YTD | +14.2% | +2.7% | +11.6% | +8.5% |
| 1Y | +19.3% | +4.0% | +15.3% | +10.5% |
| 3Y | +106.7% | +14.0% | +92.7% | +61.3% |
| 5Y | +104.2% | +20.4% | +83.8% | +43.9% |
| 10Y | +63.7% | +28.0% | +35.7% | +6.0% |
| All | +63.7% | +28.0% | +35.7% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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