+62.0%
SPG vs DTE
+141.0%
-79.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +1.2% |
| 7D | -2.2% | -2.0% | -0.2% | -0.5% |
| 30D | -5.8% | -2.4% | -3.4% | -3.8% |
| 3M | -2.8% | -7.3% | +4.5% | +3.6% |
| 6M | +8.9% | -7.6% | +16.5% | +16.0% |
| YTD | +14.3% | +5.8% | +8.5% | +7.4% |
| 1Y | +19.5% | +2.3% | +17.1% | +15.3% |
| 3Y | +106.9% | +45.0% | +61.8% | +39.8% |
| 5Y | +108.7% | +33.2% | +75.5% | +47.1% |
| All | +62.0% | +141.0% | -79.0% | -27.6% |
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