+103.1%
SPG vs DOC
-24.5%
+127.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | 0.0% |
| 7D | -2.4% | -1.5% | -0.9% | -1.6% |
| 30D | -6.8% | -4.8% | -2.1% | -4.4% |
| 3M | +2.7% | +6.9% | -4.2% | -1.1% |
| 6M | +5.5% | +20.7% | -15.3% | -6.1% |
| YTD | +15.7% | +34.1% | -18.4% | -3.7% |
| 1Y | +20.9% | +22.6% | -1.8% | +5.8% |
| 3Y | +112.4% | +20.8% | +91.6% | +85.9% |
| All | +103.1% | -24.5% | +127.6% | +146.9% |
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