+13.7%
SPGI vs SPG
+84.0%
-70.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.2% | +2.0% | -0.8% | +0.3% |
| 30D | +15.9% | +17.2% | -1.3% | +7.5% |
| 3M | +12.3% | +6.3% | +6.0% | +9.0% |
| 6M | +23.7% | +18.7% | +5.0% | +13.9% |
| YTD | -3.5% | +30.1% | -33.6% | -15.4% |
| 1Y | +0.4% | +32.8% | -32.3% | -12.8% |
| 3Y | +29.9% | +133.6% | -103.7% | -16.2% |
| All | +13.7% | +84.0% | -70.3% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling