+115.9%
SPG vs DRI
+339.9%
-223.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +2.7% | -0.7% | +3.5% | +3.2% |
| 30D | +16.6% | +14.7% | +1.9% | +6.8% |
| 3M | +8.1% | +5.4% | +2.6% | +3.7% |
| 6M | +19.3% | +18.8% | +0.5% | +5.6% |
| YTD | +31.1% | +28.4% | +2.7% | +9.1% |
| 1Y | +32.8% | +37.7% | -4.9% | +5.2% |
| 3Y | +135.8% | +68.0% | +67.8% | +56.3% |
| 5Y | +85.1% | +78.8% | +6.3% | +14.3% |
| 10Y | +115.9% | +334.2% | -218.2% | -24.1% |
| All | +115.9% | +339.9% | -223.9% | -24.1% |
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