+4,766.2%
SPG vs DRI
+7,978.2%
-3,211.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +4.9% | +2.8% | +2.1% | +3.6% |
| 30D | +15.6% | +13.3% | +2.3% | +9.5% |
| 3M | +4.1% | +8.2% | -4.1% | +0.1% |
| 6M | +13.6% | +17.5% | -4.0% | +5.1% |
| YTD | +27.5% | +26.9% | +0.6% | +13.4% |
| 1Y | +32.2% | +31.6% | +0.7% | +15.6% |
| 3Y | +126.0% | +67.0% | +59.0% | +74.2% |
| 5Y | +74.7% | +72.9% | +1.8% | +31.3% |
| 10Y | +112.8% | +371.3% | -258.5% | +5.5% |
| All | +4,766.2% | +7,978.2% | -3,211.9% | +1,281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling