+2,912.4%
SPG vs RL
+1,366.2%
+1,546.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.7% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | -6.8% | -7.8% | +0.9% | -4.2% |
| 3M | +2.7% | -4.0% | +6.7% | +3.6% |
| 6M | +5.5% | -1.9% | +7.3% | +4.7% |
| YTD | +15.7% | -0.2% | +15.9% | +13.7% |
| 1Y | +20.9% | +10.7% | +10.2% | +13.7% |
| 3Y | +112.4% | +210.8% | -98.4% | +30.9% |
| 5Y | +101.4% | +238.2% | -136.9% | +16.6% |
| 10Y | +60.6% | +313.4% | -252.7% | -16.7% |
| All | +2,912.4% | +1,366.2% | +1,546.3% | +916.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling