+116.5%
SPG vs RBA
+236.6%
-120.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.2% |
| 7D | +5.1% | +2.5% | +2.6% | +4.2% |
| 30D | +16.8% | +11.6% | +5.3% | +12.4% |
| 3M | +5.7% | +1.5% | +4.1% | +4.7% |
| 6M | +17.8% | -6.6% | +24.4% | +19.2% |
| YTD | +30.1% | -6.3% | +36.4% | +30.6% |
| 1Y | +32.8% | -4.0% | +36.7% | +31.9% |
| 3Y | +137.2% | +47.3% | +89.9% | +98.1% |
| 5Y | +81.5% | +47.7% | +33.8% | +47.0% |
| 10Y | +116.5% | +224.7% | -108.2% | +11.7% |
| All | +116.5% | +236.6% | -120.0% | +11.7% |
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