+420.8%
RSG vs SPG
+64.5%
+356.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | 0.0% | -1.2% | +1.2% | +0.2% |
| 30D | +4.0% | -6.1% | +10.1% | +5.2% |
| 3M | +7.4% | -3.6% | +11.0% | +8.1% |
| 6M | +0.1% | +10.4% | -10.3% | -1.8% |
| YTD | +6.0% | +14.4% | -8.4% | +3.3% |
| 1Y | -3.0% | +16.5% | -19.5% | -5.8% |
| 3Y | +56.5% | +106.8% | -50.3% | +35.6% |
| 5Y | +90.9% | +108.9% | -18.0% | +63.0% |
| All | +420.8% | +64.5% | +356.4% | +361.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling