+10,857.3%
SPGI vs SPG
+5,939.2%
+4,918.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.8% | +3.1% | -3.9% | -1.9% |
| 30D | +14.3% | +16.4% | -2.2% | +8.5% |
| 3M | +14.5% | +7.1% | +7.4% | +11.9% |
| 6M | +17.3% | +16.1% | +1.2% | +11.4% |
| YTD | -4.6% | +30.4% | -35.0% | -13.2% |
| 1Y | +0.8% | +33.0% | -32.2% | -8.9% |
| 3Y | +28.8% | +134.6% | -105.9% | -5.0% |
| 5Y | +14.0% | +84.9% | -70.9% | -9.9% |
| 10Y | +332.5% | +114.9% | +217.6% | +181.6% |
| All | +10,857.3% | +5,939.2% | +4,918.1% | +2,557.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling