+11,282.8%
DE vs SPG
+5,256.9%
+6,025.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +10.0% | -2.4% | +12.4% | +11.0% |
| 30D | +13.3% | -6.8% | +20.2% | +16.3% |
| 3M | +17.5% | +2.7% | +14.8% | +16.1% |
| 6M | +13.6% | +5.5% | +8.1% | +11.0% |
| YTD | +49.8% | +15.7% | +34.1% | +41.2% |
| 1Y | +47.9% | +20.9% | +27.0% | +36.9% |
| 3Y | +72.5% | +112.4% | -39.9% | +27.3% |
| 5Y | +90.2% | +101.4% | -11.1% | +40.6% |
| 10Y | +865.4% | +60.6% | +804.7% | +583.0% |
| All | +11,282.8% | +5,256.9% | +6,025.9% | +2,498.3% |
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