-20.0%
RMD vs SPG
+22.2%
-42.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.9% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | +4.6% | -4.9% | +9.5% | +7.6% |
| 3M | +14.8% | +3.3% | +11.5% | +13.2% |
| 6M | -12.1% | +11.2% | -23.3% | -16.1% |
| YTD | -7.5% | +17.1% | -24.5% | -13.4% |
| All | -20.0% | +22.2% | -42.2% | -25.8% |
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 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