+126.0%
SPG vs DRI
+66.4%
+59.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +4.9% | +2.8% | +2.1% | +4.0% |
| 30D | +15.6% | +13.3% | +2.3% | +11.4% |
| 3M | +4.1% | +8.2% | -4.1% | +1.4% |
| 6M | +13.6% | +17.5% | -4.0% | +7.6% |
| YTD | +27.5% | +26.9% | +0.6% | +17.4% |
| 1Y | +32.2% | +31.6% | +0.7% | +20.1% |
| 3Y | +126.0% | +67.0% | +59.0% | +82.2% |
| All | +126.0% | +66.4% | +59.6% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling