+2.2%
SPGI vs SPG
+33.1%
-30.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +1.6% | +5.6% | -4.0% | -0.8% |
| 30D | +16.1% | +17.6% | -1.5% | +8.7% |
| 3M | +15.5% | +7.5% | +8.0% | +11.5% |
| 6M | +19.6% | +18.5% | +1.1% | +12.2% |
| YTD | -3.6% | +30.9% | -34.5% | -14.2% |
| 1Y | +2.2% | +34.1% | -31.9% | -10.1% |
| All | +2.2% | +33.1% | -30.8% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling