+82.7%
SPG vs RBA
+45.7%
+37.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +2.0% | +1.7% | +0.2% | +1.5% |
| 30D | +17.2% | +8.3% | +8.9% | +14.7% |
| 3M | +6.3% | +10.5% | -4.2% | +3.3% |
| 6M | +18.7% | -5.9% | +24.6% | +19.6% |
| YTD | +30.1% | -6.9% | +37.0% | +30.7% |
| 1Y | +32.8% | -4.9% | +37.6% | +32.5% |
| 3Y | +133.6% | +64.5% | +69.1% | +100.7% |
| All | +82.7% | +45.7% | +37.0% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling