+109.0%
SPG vs DD
+97.1%
+11.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +2.0% | +5.0% | -3.0% | -0.6% |
| 30D | +17.2% | +19.7% | -2.4% | +6.3% |
| 3M | +6.3% | +7.2% | -0.9% | +1.9% |
| 6M | +18.7% | +1.0% | +17.7% | +16.6% |
| YTD | +30.1% | +29.1% | +1.0% | +10.2% |
| 1Y | +32.8% | +28.5% | +4.3% | +12.6% |
| 3Y | +133.6% | +89.4% | +44.1% | +52.8% |
| 5Y | +84.4% | +67.1% | +17.2% | +26.5% |
| All | +109.0% | +97.1% | +11.8% | +8.2% |
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