+275.4%
RMD vs SPG
+59.6%
+215.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | -4.7% | -1.7% | -3.1% | -4.4% |
| 30D | +0.2% | -6.3% | +6.5% | +1.4% |
| 3M | +12.0% | -2.4% | +14.4% | +12.6% |
| 6M | -12.5% | +9.6% | -22.2% | -13.9% |
| YTD | -7.9% | +14.2% | -22.1% | -10.1% |
| 1Y | -20.4% | +19.3% | -39.7% | -22.8% |
| 3Y | +53.1% | +106.7% | -53.6% | +34.6% |
| 5Y | -22.1% | +104.2% | -126.3% | -31.9% |
| 10Y | +275.4% | +63.7% | +211.7% | +281.8% |
| All | +275.4% | +59.6% | +215.8% | +281.8% |
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