+34.1%
SPG vs RBA
-3.8%
+37.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +5.6% | +3.2% | +2.4% | +5.0% |
| 30D | +17.6% | +12.0% | +5.6% | +15.1% |
| 3M | +7.5% | +2.9% | +4.6% | +6.8% |
| 6M | +18.5% | -6.3% | +24.8% | +19.4% |
| YTD | +30.9% | -5.9% | +36.8% | +30.5% |
| 1Y | +34.1% | -3.9% | +38.0% | +32.6% |
| All | +34.1% | -3.8% | +37.9% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling