+42,467.1%
RMD vs SPG
+4,864.0%
+37,603.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | +1.2% | +5.1% | -3.9% | +0.1% |
| 30D | +2.5% | +16.8% | -14.4% | -1.0% |
| 3M | +11.5% | +5.7% | +5.9% | +10.1% |
| 6M | +14.7% | +17.8% | -3.1% | +10.7% |
| YTD | -1.3% | +30.1% | -31.4% | -6.8% |
| 1Y | -5.3% | +32.8% | -38.1% | -10.9% |
| 3Y | +68.8% | +137.2% | -68.5% | +39.2% |
| 5Y | -5.9% | +81.5% | -87.3% | -18.7% |
| 10Y | +348.7% | +116.5% | +232.2% | +245.3% |
| All | +42,467.1% | +4,864.0% | +37,603.1% | +17,452.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling