+63.7%
SPG vs DRI
+348.4%
-284.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.4% |
| 7D | -1.7% | -4.8% | +3.2% | +1.4% |
| 30D | -6.3% | -3.9% | -2.3% | -4.2% |
| 3M | -2.4% | +5.1% | -7.5% | -6.2% |
| 6M | +9.6% | +5.5% | +4.1% | +4.6% |
| YTD | +14.2% | +16.5% | -2.3% | +1.6% |
| 1Y | +19.3% | +2.0% | +17.3% | +14.7% |
| 3Y | +106.7% | +54.5% | +52.2% | +45.2% |
| 5Y | +104.2% | +66.6% | +37.6% | +31.8% |
| 10Y | +63.7% | +353.6% | -289.9% | -42.0% |
| All | +63.7% | +348.4% | -284.8% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DRI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling