+5,922.7%
SPG vs DTE
+2,263.6%
+3,659.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | +2.0% | +3.4% | -1.4% | -0.2% |
| 30D | +17.2% | +8.9% | +8.4% | +11.0% |
| 3M | +6.3% | +1.1% | +5.3% | +5.5% |
| 6M | +18.7% | +0.1% | +18.6% | +18.3% |
| YTD | +30.1% | +11.1% | +19.0% | +20.8% |
| 1Y | +32.8% | +4.9% | +27.8% | +27.7% |
| 3Y | +133.6% | +58.6% | +75.0% | +69.2% |
| 5Y | +84.4% | +47.3% | +37.1% | +37.9% |
| 10Y | +114.3% | +151.3% | -37.0% | +23.1% |
| All | +5,922.7% | +2,263.6% | +3,659.1% | +1,549.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling