+109.0%
SPG vs DTE
+152.1%
-43.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.6% |
| 7D | +2.0% | +3.4% | -1.4% | -1.0% |
| 30D | +17.2% | +8.9% | +8.4% | +8.9% |
| 3M | +6.3% | +1.1% | +5.3% | +5.1% |
| 6M | +18.7% | +0.1% | +18.6% | +18.0% |
| YTD | +30.1% | +11.1% | +19.0% | +17.0% |
| 1Y | +32.8% | +4.9% | +27.8% | +25.5% |
| 3Y | +133.6% | +58.6% | +75.0% | +45.4% |
| 5Y | +84.4% | +47.3% | +37.1% | +17.5% |
| All | +109.0% | +152.1% | -43.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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