+30.9%
SPG vs DGX
+45.0%
-14.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.2% |
| 7D | +8.2% | +4.1% | +4.1% | +7.3% |
| 30D | +13.5% | +10.5% | +2.9% | +11.3% |
| 3M | +2.2% | +9.8% | -7.6% | +0.3% |
| 6M | +15.9% | +34.6% | -18.7% | +9.2% |
| YTD | +27.6% | +49.8% | -22.2% | +16.3% |
| 1Y | +30.9% | +46.0% | -15.1% | +20.2% |
| All | +30.9% | +45.0% | -14.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling