+62.2%
SPG vs Z
-7.0%
+69.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +2.5% |
| 7D | 0.0% | -3.3% | +3.3% | +0.6% |
| 30D | -4.9% | -3.7% | -1.2% | -4.5% |
| 3M | +3.3% | -7.0% | +10.3% | +4.1% |
| 6M | +11.2% | -29.5% | +40.7% | +18.0% |
| YTD | +17.1% | -52.6% | +69.6% | +33.8% |
| 1Y | +21.6% | -64.0% | +85.6% | +46.6% |
| 3Y | +111.9% | -36.4% | +148.3% | +118.9% |
| 5Y | +106.9% | -65.8% | +172.7% | +126.8% |
| 10Y | +62.2% | -5.8% | +68.0% | +20.2% |
| All | +62.2% | -7.0% | +69.2% | +20.2% |
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