+106.9%
SPG vs Z
-67.0%
+173.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +2.2% |
| 7D | 0.0% | -3.3% | +3.3% | +0.5% |
| 30D | -4.9% | -3.7% | -1.2% | -4.6% |
| 3M | +3.3% | -7.0% | +10.3% | +4.0% |
| 6M | +11.2% | -29.5% | +40.7% | +16.9% |
| YTD | +17.1% | -52.6% | +69.6% | +31.3% |
| 1Y | +21.6% | -64.0% | +85.6% | +42.9% |
| 3Y | +111.9% | -36.4% | +148.3% | +119.0% |
| 5Y | +106.9% | -65.8% | +172.7% | +88.3% |
| All | +106.9% | -67.0% | +173.9% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling