+115.9%
SPG vs RBA
+209.3%
-93.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +16.6% | +9.0% | +7.6% | +13.1% |
| 3M | +8.1% | +7.2% | +0.9% | +5.1% |
| 6M | +19.3% | -7.8% | +27.1% | +21.3% |
| YTD | +31.1% | -6.4% | +37.4% | +31.6% |
| 1Y | +32.8% | -4.2% | +36.9% | +32.0% |
| 3Y | +135.8% | +64.1% | +71.7% | +89.8% |
| 5Y | +85.1% | +48.4% | +36.7% | +49.5% |
| 10Y | +115.9% | +209.9% | -94.0% | +12.0% |
| All | +115.9% | +209.3% | -93.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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