+4,375.2%
SPG vs DAR
+1,762.6%
+2,612.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.4% | +1.4% | -3.7% | -2.5% |
| 30D | -6.8% | +12.8% | -19.6% | -8.0% |
| 3M | +2.7% | +7.4% | -4.7% | +1.7% |
| 6M | +5.5% | +22.3% | -16.8% | +3.0% |
| YTD | +15.7% | +81.1% | -65.4% | +8.6% |
| 1Y | +20.9% | +106.5% | -85.6% | +11.6% |
| 3Y | +112.4% | +5.3% | +107.1% | +107.1% |
| 5Y | +101.4% | -11.5% | +112.9% | +98.4% |
| 10Y | +60.6% | +353.3% | -292.7% | +38.4% |
| All | +4,375.2% | +1,762.6% | +2,612.6% | +3,530.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling