+126.0%
SPG vs Z
-21.1%
+147.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.2% |
| 7D | +4.9% | -4.6% | +9.5% | +5.5% |
| 30D | +15.6% | +8.3% | +7.3% | +13.7% |
| 3M | +4.1% | -11.6% | +15.7% | +5.5% |
| 6M | +13.6% | -33.6% | +47.2% | +20.7% |
| YTD | +27.5% | -56.7% | +84.2% | +46.0% |
| 1Y | +32.2% | -59.1% | +91.4% | +52.8% |
| 3Y | +126.0% | -20.4% | +146.4% | +119.4% |
| All | +126.0% | -21.1% | +147.1% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling