+109.5%
SPG vs DRI
+330.2%
-220.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +3.1% | -0.3% | +3.5% | +3.3% |
| 30D | +16.4% | +10.8% | +5.6% | +9.1% |
| 3M | +7.1% | +0.9% | +6.1% | +5.7% |
| 6M | +16.1% | +16.3% | -0.2% | +4.1% |
| YTD | +30.4% | +27.8% | +2.7% | +8.8% |
| 1Y | +33.0% | +33.9% | -0.9% | +7.4% |
| 3Y | +134.6% | +67.2% | +67.5% | +56.0% |
| 5Y | +84.9% | +79.0% | +5.9% | +14.1% |
| All | +109.5% | +330.2% | -220.6% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling