+5,256.9%
SPG vs DTE
+2,181.2%
+3,075.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | -2.4% | +0.2% | -2.5% | -2.5% |
| 30D | -6.8% | -2.6% | -4.3% | -5.3% |
| 3M | +2.7% | -3.9% | +6.6% | +5.2% |
| 6M | +5.5% | -7.9% | +13.4% | +10.8% |
| YTD | +15.7% | +7.2% | +8.5% | +10.0% |
| 1Y | +20.9% | +3.1% | +17.8% | +17.5% |
| 3Y | +112.4% | +47.6% | +64.8% | +61.0% |
| 5Y | +101.4% | +32.7% | +68.6% | +61.2% |
| 10Y | +60.6% | +138.8% | -78.1% | -4.8% |
| All | +5,256.9% | +2,181.2% | +3,075.7% | +1,402.5% |
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