+3,159.2%
SPG vs DGX
+8,796.3%
-5,637.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -4.9% | -1.2% | -3.8% | -4.7% |
| 3M | +3.3% | +19.9% | -16.6% | -1.6% |
| 6M | +11.2% | +19.2% | -8.0% | +5.9% |
| YTD | +17.1% | +37.5% | -20.4% | +7.2% |
| 1Y | +21.6% | +31.3% | -9.7% | +12.6% |
| 3Y | +111.9% | +96.6% | +15.2% | +75.3% |
| 5Y | +106.9% | +64.3% | +42.7% | +77.8% |
| 10Y | +62.2% | +241.1% | -178.9% | +14.8% |
| All | +3,159.2% | +8,796.3% | -5,637.1% | +1,522.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling