+198.0%
SPG vs USFR
+28.6%
+169.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | +0.1% | +2.7% | +2.7% |
| 30D | +16.6% | +0.4% | +16.2% | +16.3% |
| 3M | +8.1% | +1.1% | +7.0% | +7.4% |
| 6M | +19.3% | +2.1% | +17.3% | +18.0% |
| YTD | +31.1% | +3.4% | +27.6% | +28.7% |
| 1Y | +32.8% | +4.1% | +28.7% | +29.9% |
| 3Y | +135.8% | +14.4% | +121.4% | +119.7% |
| 5Y | +85.1% | +21.4% | +63.6% | +67.4% |
| 10Y | +115.9% | +28.5% | +87.4% | +92.1% |
| All | +198.0% | +28.6% | +169.4% | +162.7% |
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