+133.6%
SPG vs DRI
+68.2%
+65.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +2.0% | +1.1% | +0.9% | +1.7% |
| 30D | +17.2% | +9.7% | +7.6% | +14.1% |
| 3M | +6.3% | +3.2% | +3.1% | +5.1% |
| 6M | +18.7% | +20.6% | -1.9% | +11.6% |
| YTD | +30.1% | +28.3% | +1.8% | +19.4% |
| 1Y | +32.8% | +34.5% | -1.8% | +19.8% |
| 3Y | +133.6% | +66.5% | +67.0% | +93.7% |
| All | +133.6% | +68.2% | +65.4% | +93.7% |
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 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