+106.9%
SPG vs RNG
-70.8%
+177.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.5% | +1.7% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -4.9% | +11.4% | -16.3% | -6.4% |
| 3M | +3.3% | +72.1% | -68.8% | -4.6% |
| 6M | +11.2% | +67.9% | -56.7% | +2.1% |
| YTD | +17.1% | +144.3% | -127.3% | +0.3% |
| 1Y | +21.6% | +117.5% | -95.9% | +5.7% |
| 3Y | +111.9% | +123.9% | -12.0% | +76.7% |
| 5Y | +106.9% | -70.1% | +177.0% | +102.5% |
| All | +106.9% | -70.8% | +177.7% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling