+558.9%
RMBS vs SPG
+64.5%
+494.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.8% | -1.2% | +2.9% | +2.1% |
| 30D | -13.9% | -6.1% | -7.8% | -12.2% |
| 3M | -39.8% | -3.6% | -36.2% | -39.5% |
| 6M | -6.0% | +10.4% | -16.4% | -9.7% |
| YTD | -5.4% | +14.4% | -19.7% | -10.1% |
| 1Y | -1.8% | +16.5% | -18.4% | -7.4% |
| 3Y | +53.7% | +106.8% | -53.1% | +22.2% |
| 5Y | +268.5% | +108.9% | +159.6% | +190.7% |
| All | +558.9% | +64.5% | +494.4% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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