+109.0%
SPG vs RRX
+200.5%
-91.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | +2.0% | +4.3% | -2.3% | +0.2% |
| 30D | +17.2% | +12.3% | +4.9% | +10.6% |
| 3M | +6.3% | +3.7% | +2.7% | +3.2% |
| 6M | +18.7% | -13.9% | +32.6% | +20.6% |
| YTD | +30.1% | +26.5% | +3.6% | +7.1% |
| 1Y | +32.8% | +29.3% | +3.4% | +7.6% |
| 3Y | +133.6% | +65.6% | +68.0% | +50.6% |
| 5Y | +84.4% | +10.6% | +73.8% | +41.6% |
| All | +109.0% | +200.5% | -91.5% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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