+109.5%
SPG vs Z
-19.3%
+128.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +3.1% | -4.9% | +8.0% | +4.1% |
| 30D | +16.4% | +3.0% | +13.5% | +15.2% |
| 3M | +7.1% | -13.4% | +20.5% | +9.2% |
| 6M | +16.1% | -27.3% | +43.4% | +22.0% |
| YTD | +30.4% | -57.8% | +88.2% | +51.7% |
| 1Y | +33.0% | -60.0% | +93.0% | +56.0% |
| 3Y | +134.6% | -21.5% | +156.2% | +130.8% |
| 5Y | +84.9% | -55.0% | +139.9% | +93.8% |
| All | +109.5% | -19.3% | +128.8% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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