+82.7%
SPG vs Z
-53.4%
+136.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -0.9% |
| 7D | +2.0% | +0.8% | +1.1% | +1.8% |
| 30D | +17.2% | +5.2% | +12.1% | +15.6% |
| 3M | +6.3% | -17.0% | +23.4% | +9.4% |
| 6M | +18.7% | -22.7% | +41.4% | +23.1% |
| YTD | +30.1% | -56.3% | +86.4% | +50.4% |
| 1Y | +32.8% | -57.7% | +90.4% | +54.2% |
| 3Y | +133.6% | -16.5% | +150.1% | +125.1% |
| All | +82.7% | -53.4% | +136.2% | +82.7% |
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