+42,172.8%
RMD vs SPG
+4,895.3%
+37,277.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +3.1% | +5.6% | -2.5% | +1.9% |
| 30D | +1.8% | +17.6% | -15.8% | -1.8% |
| 3M | +6.7% | +7.5% | -0.8% | +5.0% |
| 6M | +13.9% | +18.5% | -4.7% | +9.8% |
| YTD | -2.0% | +30.9% | -32.9% | -7.6% |
| 1Y | -5.4% | +34.1% | -39.5% | -11.3% |
| 3Y | +67.4% | +135.5% | -68.1% | +38.2% |
| 5Y | -5.7% | +86.5% | -92.3% | -19.1% |
| 10Y | +338.4% | +116.1% | +222.3% | +237.6% |
| All | +42,172.8% | +4,895.3% | +37,277.5% | +17,307.1% |
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