+207.0%
SPG vs RNG
+338.4%
-131.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | +2.7% | -3.5% | +6.2% | +3.0% |
| 30D | +16.6% | -3.8% | +20.3% | +16.8% |
| 3M | +8.1% | +18.6% | -10.5% | +6.1% |
| 6M | +19.3% | +69.2% | -49.9% | +12.6% |
| YTD | +31.1% | +161.9% | -130.8% | +17.2% |
| 1Y | +32.8% | +176.2% | -143.5% | +18.0% |
| 3Y | +135.8% | +174.5% | -38.7% | +105.7% |
| 5Y | +85.1% | -71.9% | +157.0% | +79.1% |
| 10Y | +115.9% | +235.4% | -119.4% | +64.0% |
| All | +207.0% | +338.4% | -131.4% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling