+62.2%
SPG vs DAR
+367.0%
-304.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.8% | 0.0% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | -4.9% | +13.0% | -17.9% | -9.7% |
| 3M | +3.3% | +15.0% | -11.7% | -3.2% |
| 6M | +11.2% | +26.8% | -15.6% | -0.5% |
| YTD | +17.1% | +86.4% | -69.4% | -10.7% |
| 1Y | +21.6% | +115.1% | -93.5% | -13.7% |
| 3Y | +111.9% | +14.6% | +97.2% | +85.5% |
| 5Y | +106.9% | -8.8% | +115.7% | +89.1% |
| 10Y | +62.2% | +356.5% | -294.3% | -37.7% |
| All | +62.2% | +367.0% | -304.8% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling