+116.1%
SPG vs DD
+100.9%
+15.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | +5.6% | +2.2% | +3.4% | +4.2% |
| 30D | +17.6% | +20.7% | -3.1% | +6.1% |
| 3M | +7.5% | +11.3% | -3.9% | +0.9% |
| 6M | +18.5% | +6.0% | +12.6% | +13.5% |
| YTD | +30.9% | +31.7% | -0.8% | +9.7% |
| 1Y | +34.1% | +32.2% | +1.9% | +12.0% |
| 3Y | +135.5% | +92.7% | +42.8% | +52.8% |
| 5Y | +86.5% | +72.1% | +14.4% | +26.0% |
| 10Y | +116.1% | +99.7% | +16.4% | +11.7% |
| All | +116.1% | +100.9% | +15.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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