+21.6%
SPG vs DAR
+108.5%
-86.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.8% | +1.2% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | -4.9% | +13.0% | -17.9% | -4.6% |
| 3M | +3.3% | +15.0% | -11.7% | +3.7% |
| 6M | +11.2% | +26.8% | -15.6% | +10.9% |
| YTD | +17.1% | +86.4% | -69.4% | +14.4% |
| 1Y | +21.6% | +115.1% | -93.5% | +18.1% |
| All | +21.6% | +108.5% | -86.9% | +18.1% |
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