+5,968.7%
SPG vs DD
+1,157.9%
+4,810.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +2.7% | +3.2% | -0.5% | +1.3% |
| 30D | +16.6% | +20.3% | -3.7% | +7.3% |
| 3M | +8.1% | +8.2% | -0.1% | +4.0% |
| 6M | +19.3% | +3.4% | +15.9% | +16.4% |
| YTD | +31.1% | +30.6% | +0.4% | +14.4% |
| 1Y | +32.8% | +30.6% | +2.1% | +15.7% |
| 3Y | +135.8% | +91.1% | +44.7% | +69.9% |
| 5Y | +85.1% | +68.6% | +16.5% | +38.9% |
| 10Y | +115.9% | +99.9% | +16.1% | +43.8% |
| All | +5,968.7% | +1,157.9% | +4,810.8% | +2,037.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling