+30.9%
SPG vs DAR
+63.3%
-32.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +2.7% |
| 7D | +8.2% | -5.7% | +13.9% | +7.8% |
| 30D | +13.5% | -16.6% | +30.0% | +12.4% |
| 3M | +2.2% | -13.1% | +15.3% | +1.6% |
| 6M | +15.9% | -18.8% | +34.6% | +15.7% |
| YTD | +27.6% | +45.3% | -17.7% | +21.0% |
| 1Y | +30.9% | +60.6% | -29.7% | +21.6% |
| All | +30.9% | +63.3% | -32.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling