+110.9%
SPG vs RL
+356.1%
-245.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | +4.9% | -4.2% | +9.1% | +6.8% |
| 30D | +15.6% | +4.3% | +11.3% | +13.1% |
| 3M | +4.1% | -4.6% | +8.7% | +5.8% |
| 6M | +13.6% | +1.7% | +11.9% | +10.5% |
| YTD | +27.5% | +7.3% | +20.2% | +19.7% |
| 1Y | +32.2% | +20.8% | +11.4% | +16.8% |
| 3Y | +126.0% | +247.0% | -121.0% | +9.8% |
| 5Y | +74.7% | +225.5% | -150.7% | -16.1% |
| All | +110.9% | +356.1% | -245.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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