+171.0%
SPG vs RNG
+327.7%
-156.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | -2.4% | +5.8% | -8.2% | -2.9% |
| 30D | -6.8% | +19.6% | -26.5% | -8.4% |
| 3M | +2.7% | +67.0% | -64.3% | -2.5% |
| 6M | +5.5% | +88.4% | -82.9% | -1.6% |
| YTD | +15.7% | +155.5% | -139.8% | +4.0% |
| 1Y | +20.9% | +141.7% | -120.8% | +8.9% |
| 3Y | +112.4% | +131.1% | -18.7% | +88.4% |
| 5Y | +101.4% | -70.6% | +171.9% | +94.9% |
| 10Y | +60.6% | +228.2% | -167.6% | +22.5% |
| All | +171.0% | +327.7% | -156.7% | +101.3% |
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