+108.7%
SPG vs DGX
+59.5%
+49.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -2.2% | -3.5% | +1.3% | -1.2% |
| 30D | -5.8% | -2.7% | -3.1% | -5.1% |
| 3M | -2.8% | +13.9% | -16.7% | -6.7% |
| 6M | +8.9% | +16.0% | -7.1% | +3.8% |
| YTD | +14.3% | +34.9% | -20.7% | +3.7% |
| 1Y | +19.5% | +30.6% | -11.1% | +9.4% |
| 3Y | +106.9% | +93.0% | +13.9% | +64.9% |
| 5Y | +108.7% | +64.4% | +44.3% | +70.0% |
| All | +108.7% | +59.5% | +49.3% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling