+79.9%
SPG vs DOC
-22.8%
+102.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.2% |
| 7D | +8.2% | +8.7% | -0.6% | +3.3% |
| 30D | +13.5% | +7.6% | +5.8% | +8.9% |
| 3M | +2.2% | -5.3% | +7.5% | +5.0% |
| 6M | +15.9% | +27.6% | -11.7% | -0.4% |
| YTD | +27.6% | +32.4% | -4.8% | +6.6% |
| 1Y | +30.9% | +22.9% | +8.1% | +14.4% |
| 3Y | +124.5% | +43.1% | +81.4% | +73.5% |
| 5Y | +79.9% | -21.4% | +101.2% | +118.0% |
| All | +79.9% | -22.8% | +102.7% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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