+338.6%
SPGI vs SPG
+114.5%
+224.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.8% | +3.1% | -3.9% | -1.7% |
| 30D | +14.3% | +16.4% | -2.2% | +9.6% |
| 3M | +14.5% | +7.1% | +7.4% | +12.4% |
| 6M | +17.3% | +16.1% | +1.2% | +12.5% |
| YTD | -4.6% | +30.4% | -35.0% | -11.5% |
| 1Y | +0.8% | +33.0% | -32.2% | -7.0% |
| 3Y | +28.8% | +134.6% | -105.9% | +1.7% |
| 5Y | +14.0% | +84.9% | -70.9% | -5.9% |
| All | +338.6% | +114.5% | +224.1% | +224.7% |
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