+41,132.7%
RMD vs SPG
+4,314.5%
+36,818.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -5.0% | -2.4% | -2.6% | -4.5% |
| 30D | +2.2% | -6.8% | +9.1% | +3.8% |
| 3M | +17.8% | +2.7% | +15.2% | +17.2% |
| 6M | -11.3% | +5.5% | -16.8% | -12.3% |
| YTD | -4.4% | +15.7% | -20.1% | -7.4% |
| 1Y | -15.7% | +20.9% | -36.6% | -19.1% |
| 3Y | +47.7% | +112.4% | -64.6% | +24.8% |
| 5Y | -19.2% | +101.4% | -120.6% | -31.7% |
| 10Y | +280.4% | +60.6% | +219.8% | +213.8% |
| All | +41,132.7% | +4,314.5% | +36,818.2% | +17,352.0% |
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