+116.5%
SPG vs DRI
+370.8%
-254.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.1% |
| 7D | +5.1% | +3.1% | +2.0% | +3.0% |
| 30D | +16.8% | +16.2% | +0.6% | +6.2% |
| 3M | +5.7% | +8.4% | -2.7% | -0.4% |
| 6M | +17.8% | +19.0% | -1.2% | +4.1% |
| YTD | +30.1% | +28.8% | +1.3% | +8.0% |
| 1Y | +32.8% | +33.1% | -0.3% | +7.5% |
| 3Y | +137.2% | +70.8% | +66.4% | +55.5% |
| 5Y | +81.5% | +74.2% | +7.2% | +14.2% |
| 10Y | +116.5% | +345.5% | -229.0% | -24.7% |
| All | +116.5% | +370.8% | -254.3% | -24.7% |
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