+3,027.7%
SPG vs RBA
+4,003.4%
-975.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.2% |
| 7D | +4.9% | +4.3% | +0.6% | +3.6% |
| 30D | +15.6% | +16.3% | -0.7% | +10.4% |
| 3M | +4.1% | +1.3% | +2.8% | +3.3% |
| 6M | +13.6% | -11.1% | +24.6% | +16.5% |
| YTD | +27.5% | -8.5% | +36.0% | +29.0% |
| 1Y | +32.2% | -2.1% | +34.4% | +30.9% |
| 3Y | +126.0% | +44.6% | +81.4% | +96.3% |
| 5Y | +74.7% | +36.8% | +37.9% | +50.5% |
| 10Y | +112.8% | +227.3% | -114.5% | +36.4% |
| All | +3,027.7% | +4,003.4% | -975.8% | +1,264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling