-5.4%
RMD vs SPG
+33.1%
-38.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | +3.1% | +5.6% | -2.5% | -0.3% |
| 30D | +1.8% | +17.6% | -15.8% | -7.8% |
| 3M | +6.7% | +7.5% | -0.8% | +2.2% |
| 6M | +13.9% | +18.5% | -4.7% | +2.8% |
| YTD | -2.0% | +30.9% | -32.9% | -16.5% |
| 1Y | -5.4% | +34.1% | -39.5% | -21.2% |
| All | -5.4% | +33.1% | -38.5% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling