+116.1%
SPG vs RACE
+740.2%
-624.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +5.6% | +0.2% | +5.4% | +5.5% |
| 30D | +17.6% | +6.6% | +11.0% | +14.9% |
| 3M | +7.5% | +2.2% | +5.3% | +6.4% |
| 6M | +18.5% | +22.4% | -3.8% | +9.3% |
| YTD | +30.9% | +13.8% | +17.1% | +23.0% |
| 1Y | +34.1% | +2.2% | +31.9% | +31.0% |
| 3Y | +135.5% | +25.6% | +109.9% | +102.4% |
| 5Y | +86.5% | +71.0% | +15.5% | +37.4% |
| 10Y | +116.1% | +739.1% | -623.0% | +16.3% |
| All | +116.1% | +740.2% | -624.1% | +16.3% |
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