+331.8%
SPGI vs SPG
+109.7%
+222.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +0.3% | +4.9% | -4.6% | -1.0% |
| 30D | +18.4% | +15.6% | +2.8% | +13.8% |
| 3M | +15.7% | +4.1% | +11.6% | +14.4% |
| 6M | +17.3% | +13.6% | +3.7% | +13.2% |
| YTD | -4.7% | +27.5% | -32.3% | -11.1% |
| 1Y | +1.8% | +32.2% | -30.4% | -5.9% |
| 3Y | +31.7% | +126.0% | -94.3% | +5.1% |
| 5Y | +12.1% | +74.7% | -62.7% | -6.2% |
| All | +331.8% | +109.7% | +222.1% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling