+111.9%
SPG vs RNG
+120.7%
-8.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.5% | +1.6% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | -4.9% | +11.4% | -16.3% | -5.9% |
| 3M | +3.3% | +72.1% | -68.8% | -2.2% |
| 6M | +11.2% | +67.9% | -56.7% | +4.9% |
| YTD | +17.1% | +144.3% | -127.3% | +4.5% |
| 1Y | +21.6% | +117.5% | -95.9% | +10.0% |
| 3Y | +111.9% | +123.9% | -12.0% | +80.9% |
| All | +111.9% | +120.7% | -8.8% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling