+5,805.1%
SPG vs RRC
+1,035.6%
+4,769.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.3% |
| 7D | +4.9% | -10.8% | +15.7% | +6.7% |
| 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% | +20.0% |
| 1Y | +32.2% | +34.0% | -1.7% | +25.0% |
| 3Y | +126.0% | +42.0% | +84.0% | +109.1% |
| 5Y | +74.7% | +111.9% | -37.1% | +47.3% |
| 10Y | +112.8% | +62.8% | +50.1% | +62.0% |
| All | +5,805.1% | +1,035.6% | +4,769.5% | +3,797.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling