+116.5%
SPG vs RACE
+738.3%
-621.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +5.1% | +3.9% | +1.2% | +3.6% |
| 30D | +16.8% | +7.4% | +9.4% | +13.9% |
| 3M | +5.7% | +1.6% | +4.0% | +4.8% |
| 6M | +17.8% | +23.3% | -5.5% | +8.3% |
| YTD | +30.1% | +14.7% | +15.4% | +21.9% |
| 1Y | +32.8% | +2.5% | +30.3% | +29.5% |
| 3Y | +137.2% | +28.0% | +109.2% | +102.4% |
| 5Y | +81.5% | +69.8% | +11.7% | +34.1% |
| 10Y | +116.5% | +734.9% | -618.4% | +17.5% |
| All | +116.5% | +738.3% | -621.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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