+61.9%
SPG vs DD
+64.9%
-3.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.1% |
| 7D | -2.7% | -3.8% | +1.1% | -0.7% |
| 30D | -7.3% | -9.2% | +2.0% | -2.6% |
| 3M | -3.5% | -9.0% | +5.5% | +0.8% |
| 6M | +8.5% | -5.0% | +13.4% | +9.6% |
| YTD | +13.0% | +7.4% | +5.6% | +6.0% |
| 1Y | +18.0% | +35.1% | -17.1% | -3.4% |
| 3Y | +104.5% | +43.2% | +61.3% | +56.2% |
| 5Y | +102.0% | +59.6% | +42.4% | +41.3% |
| 10Y | +61.9% | +66.5% | -4.6% | -8.7% |
| All | +61.9% | +64.9% | -3.0% | -8.7% |
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