+61.9%
SPG vs DRI
+348.4%
-286.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -2.4% |
| 7D | -2.7% | -4.8% | +2.1% | +0.4% |
| 30D | -7.3% | -3.9% | -3.3% | -5.2% |
| 3M | -3.5% | +5.1% | -8.6% | -7.1% |
| 6M | +8.5% | +5.5% | +3.0% | +3.5% |
| YTD | +13.0% | +16.5% | -3.5% | +0.5% |
| 1Y | +18.0% | +2.0% | +16.0% | +13.5% |
| 3Y | +104.5% | +54.5% | +50.0% | +43.6% |
| 5Y | +102.0% | +66.6% | +35.5% | +30.4% |
| 10Y | +61.9% | +353.6% | -291.7% | -42.6% |
| All | +61.9% | +348.4% | -286.5% | -42.6% |
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