+61.0%
RSP vs SPG
+124.5%
-63.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -1.0% | +4.9% | -5.9% | -2.9% |
| 30D | +2.6% | +15.6% | -13.0% | -3.3% |
| 3M | -0.8% | +4.1% | -4.9% | -2.5% |
| 6M | +6.3% | +13.6% | -7.3% | +0.5% |
| YTD | +14.1% | +27.5% | -13.4% | +2.5% |
| 1Y | +18.0% | +32.2% | -14.2% | +4.3% |
| 3Y | +61.0% | +126.0% | -65.0% | +10.8% |
| All | +61.0% | +124.5% | -63.5% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling