+338.4%
RMD vs SPG
+117.2%
+221.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +3.1% | +5.6% | -2.5% | +2.1% |
| 30D | +1.8% | +17.6% | -15.8% | -1.2% |
| 3M | +6.7% | +7.5% | -0.8% | +5.2% |
| 6M | +13.9% | +18.5% | -4.7% | +10.4% |
| YTD | -2.0% | +30.9% | -32.9% | -6.6% |
| 1Y | -5.4% | +34.1% | -39.5% | -10.2% |
| 3Y | +67.4% | +135.5% | -68.1% | +43.9% |
| 5Y | -5.7% | +86.5% | -92.3% | -17.2% |
| 10Y | +338.4% | +116.1% | +222.3% | +303.5% |
| All | +338.4% | +117.2% | +221.1% | +303.5% |
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