+1.8%
SPGI vs SPG
+33.6%
-31.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.4% | +2.7% | -4.1% | -2.5% |
| 30D | +15.3% | +16.6% | -1.3% | +8.3% |
| 3M | +16.5% | +8.1% | +8.4% | +12.3% |
| 6M | +19.8% | +19.3% | +0.5% | +12.2% |
| YTD | -3.2% | +31.1% | -34.3% | -13.8% |
| 1Y | +1.8% | +32.8% | -31.0% | -10.0% |
| All | +1.8% | +33.6% | -31.8% | -10.0% |
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