+755.9%
DE vs SPG
+113.9%
+642.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.3% | +2.0% | -1.7% | -0.4% |
| 30D | +3.6% | +17.2% | -13.7% | -1.8% |
| 3M | +10.2% | +6.3% | +3.9% | +7.9% |
| 6M | +16.6% | +18.7% | -2.1% | +9.9% |
| YTD | +45.8% | +30.1% | +15.7% | +33.3% |
| 1Y | +43.9% | +32.8% | +11.1% | +30.6% |
| 3Y | +89.6% | +133.6% | -44.0% | +41.6% |
| 5Y | +100.3% | +84.4% | +15.9% | +58.4% |
| All | +755.9% | +113.9% | +642.0% | +505.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling