+67.8%
SPG vs RRC
+4.9%
+62.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | 0.0% | -1.2% | +1.2% | +0.2% |
| 30D | -4.9% | +9.4% | -14.4% | -6.6% |
| 3M | +3.3% | +7.4% | -4.1% | +1.8% |
| 6M | +11.2% | +1.5% | +9.7% | +10.3% |
| YTD | +17.1% | +19.4% | -2.3% | +12.4% |
| 1Y | +21.6% | +24.2% | -2.6% | +15.5% |
| 3Y | +111.9% | +32.8% | +79.1% | +95.8% |
| 5Y | +106.9% | +152.9% | -46.0% | +62.7% |
| All | +67.8% | +4.9% | +62.8% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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