+126.0%
SPG vs RRC
+36.3%
+89.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.2% |
| 7D | +4.9% | -10.8% | +15.7% | +6.5% |
| 30D | +15.6% | +22.3% | -6.7% | +11.7% |
| 3M | +4.1% | +26.6% | -22.5% | -0.1% |
| 6M | +13.6% | +18.9% | -5.4% | +9.9% |
| YTD | +27.5% | +39.2% | -11.6% | +18.9% |
| 1Y | +32.2% | +34.0% | -1.7% | +24.0% |
| 3Y | +126.0% | +42.0% | +84.0% | +107.3% |
| All | +126.0% | +36.3% | +89.7% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling