+295.5%
SPGI vs SPG
+61.5%
+233.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.5% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +5.4% | -4.9% | +10.4% | +6.9% |
| 3M | +9.0% | +3.3% | +5.7% | +8.0% |
| 6M | +0.8% | +11.2% | -10.4% | -2.3% |
| YTD | -12.6% | +17.1% | -29.6% | -16.5% |
| 1Y | -16.1% | +21.6% | -37.7% | -20.7% |
| 3Y | +19.0% | +111.9% | -92.9% | -3.4% |
| 5Y | +5.1% | +106.9% | -101.9% | -15.0% |
| 10Y | +295.5% | +62.2% | +233.2% | +233.9% |
| All | +295.5% | +61.5% | +233.9% | +233.9% |
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