-26.7%
DT vs SPG
+102.5%
-129.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -3.3% | -2.4% | -0.9% | -2.2% |
| 30D | +2.0% | -6.8% | +8.9% | +5.5% |
| 3M | +20.0% | +2.7% | +17.3% | +18.0% |
| 6M | +39.3% | +5.5% | +33.8% | +34.4% |
| YTD | +19.8% | +15.7% | +4.0% | +9.6% |
| 1Y | +4.3% | +20.9% | -16.6% | -7.0% |
| 3Y | +7.7% | +112.4% | -104.7% | -32.3% |
| All | -26.7% | +102.5% | -129.2% | -54.4% |
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