+62.1%
SPG vs RNG
+222.9%
-160.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.2% | -6.1% | +4.9% | -0.6% |
| 30D | -6.1% | +9.6% | -15.7% | -7.0% |
| 3M | -3.6% | +83.3% | -87.0% | -9.5% |
| 6M | +10.4% | +77.9% | -67.5% | +3.3% |
| YTD | +14.4% | +139.9% | -125.6% | +2.8% |
| 1Y | +16.5% | +121.7% | -105.1% | +5.3% |
| 3Y | +106.8% | +121.9% | -15.1% | +82.9% |
| 5Y | +108.9% | -68.4% | +177.3% | +98.7% |
| All | +62.1% | +222.9% | -160.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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