+4,833.1%
SPG vs DAR
+1,334.0%
+3,499.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +4.9% | -9.9% | +14.8% | +6.0% |
| 30D | +15.6% | -16.4% | +32.0% | +17.5% |
| 3M | +4.1% | -17.1% | +21.1% | +5.8% |
| 6M | +13.6% | -20.5% | +34.0% | +15.7% |
| YTD | +27.5% | +39.4% | -11.9% | +22.6% |
| 1Y | +32.2% | +57.2% | -25.0% | +25.5% |
| 3Y | +126.0% | +13.9% | +112.1% | +118.7% |
| 5Y | +74.7% | -40.8% | +115.6% | +78.8% |
| 10Y | +112.8% | +276.2% | -163.4% | +87.0% |
| All | +4,833.1% | +1,334.0% | +3,499.1% | +4,001.0% |
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