+195.8%
SPG vs USFR
+28.5%
+167.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +16.8% | +0.4% | +16.5% | +16.6% |
| 3M | +5.7% | +1.1% | +4.6% | +5.0% |
| 6M | +17.8% | +2.0% | +15.8% | +16.5% |
| YTD | +30.1% | +3.4% | +26.7% | +27.8% |
| 1Y | +32.8% | +4.1% | +28.7% | +29.9% |
| 3Y | +137.2% | +14.3% | +122.9% | +121.1% |
| 5Y | +81.5% | +21.3% | +60.2% | +64.2% |
| 10Y | +116.5% | +28.5% | +88.0% | +92.6% |
| All | +195.8% | +28.5% | +167.3% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling