+98.2%
DE vs SPG
+104.0%
-5.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.5% |
| 7D | -3.0% | -1.7% | -1.4% | -2.4% |
| 30D | +11.1% | -6.3% | +17.4% | +14.0% |
| 3M | +17.6% | -2.4% | +20.0% | +18.5% |
| 6M | +13.6% | +9.6% | +4.0% | +8.9% |
| YTD | +46.3% | +14.2% | +32.1% | +37.7% |
| 1Y | +44.2% | +19.3% | +24.9% | +33.1% |
| 3Y | +76.6% | +106.7% | -30.1% | +26.4% |
| 5Y | +98.2% | +104.2% | -6.0% | +28.0% |
| All | +98.2% | +104.0% | -5.8% | +28.0% |
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 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