+106.9%
SPG vs DD
+61.7%
+45.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | -4.9% | -7.4% | +2.5% | -1.8% |
| 3M | +3.3% | -6.4% | +9.7% | +5.9% |
| 6M | +11.2% | -2.5% | +13.7% | +10.9% |
| YTD | +17.1% | +10.2% | +6.8% | +9.2% |
| 1Y | +21.6% | +36.9% | -15.4% | +1.0% |
| 3Y | +111.9% | +47.0% | +64.8% | +64.0% |
| 5Y | +106.9% | +63.1% | +43.8% | +46.1% |
| All | +106.9% | +61.7% | +45.2% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling