+134.2%
SPG vs DAR
+32.2%
+102.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | +3.1% | +9.2% | -6.1% | +1.9% |
| 30D | +16.4% | -12.3% | +28.7% | +18.3% |
| 3M | +7.1% | -12.7% | +19.8% | +8.6% |
| 6M | +16.1% | -12.8% | +28.8% | +17.6% |
| YTD | +30.4% | +53.8% | -23.3% | +19.3% |
| 1Y | +33.0% | +60.3% | -27.3% | +20.5% |
| All | +134.2% | +32.2% | +102.0% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling