+104.2%
SPG vs DTE
+31.9%
+72.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.6% |
| 30D | -6.3% | -0.5% | -5.7% | -6.0% |
| 3M | -2.4% | -6.0% | +3.6% | +0.6% |
| 6M | +9.6% | -7.2% | +16.8% | +13.6% |
| YTD | +14.2% | +7.2% | +7.0% | +9.9% |
| 1Y | +19.3% | +4.1% | +15.2% | +16.3% |
| 3Y | +106.7% | +46.9% | +59.8% | +65.8% |
| 5Y | +104.2% | +32.9% | +71.3% | +73.0% |
| All | +104.2% | +31.9% | +72.3% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling