+10,840.7%
SPGI vs SPG
+5,805.1%
+5,035.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +0.3% | +4.9% | -4.6% | -1.4% |
| 30D | +18.4% | +15.6% | +2.8% | +12.7% |
| 3M | +15.7% | +4.1% | +11.6% | +14.1% |
| 6M | +17.3% | +13.6% | +3.7% | +12.2% |
| YTD | -4.7% | +27.5% | -32.3% | -12.6% |
| 1Y | +1.8% | +32.2% | -30.4% | -7.8% |
| 3Y | +31.7% | +126.0% | -94.3% | -1.6% |
| 5Y | +12.1% | +74.7% | -62.7% | -9.7% |
| 10Y | +341.9% | +112.8% | +229.1% | +188.6% |
| All | +10,840.7% | +5,805.1% | +5,035.7% | +2,573.9% |
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