+103.1%
SPG vs RRC
+156.2%
-53.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.4% | +1.3% | -3.7% | -2.6% |
| 30D | -6.8% | +10.1% | -17.0% | -8.5% |
| 3M | +2.7% | +4.0% | -1.3% | +1.7% |
| 6M | +5.5% | +1.6% | +3.9% | +4.6% |
| YTD | +15.7% | +19.7% | -4.0% | +10.9% |
| 1Y | +20.9% | +21.4% | -0.5% | +15.1% |
| 3Y | +112.4% | +29.7% | +82.7% | +96.4% |
| All | +103.1% | +156.2% | -53.1% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling