+118.1%
SPG vs Z
+6.6%
+111.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | +2.7% | -13.1% | +15.8% | +5.4% |
| 30D | +16.6% | +5.9% | +10.7% | +14.8% |
| 3M | +8.1% | -13.7% | +21.8% | +10.2% |
| 6M | +19.3% | -27.1% | +46.5% | +25.1% |
| YTD | +31.1% | -56.8% | +87.9% | +50.8% |
| 1Y | +32.8% | -60.2% | +93.0% | +54.9% |
| 3Y | +135.8% | -19.7% | +155.5% | +131.5% |
| 5Y | +85.1% | -53.7% | +138.8% | +92.8% |
| 10Y | +115.9% | -16.9% | +132.8% | +67.6% |
| All | +118.1% | +6.6% | +111.5% | +59.9% |
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