+116.5%
SPG vs Z
+10.9%
+105.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.3% |
| 7D | +5.1% | -5.2% | +10.3% | +5.9% |
| 30D | +16.8% | +5.7% | +11.1% | +15.1% |
| 3M | +5.7% | -8.7% | +14.4% | +6.6% |
| 6M | +17.8% | -26.0% | +43.8% | +23.2% |
| YTD | +30.1% | -55.0% | +85.2% | +48.6% |
| 1Y | +32.8% | -58.0% | +90.8% | +53.3% |
| 3Y | +137.2% | -15.2% | +152.4% | +130.5% |
| 5Y | +81.5% | -53.8% | +135.3% | +89.2% |
| 10Y | +116.5% | -14.5% | +131.0% | +67.0% |
| All | +116.5% | +10.9% | +105.5% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling