+62.0%
SPG vs RRX
+216.7%
-154.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | -2.2% | -3.7% | +1.5% | -0.7% |
| 30D | -5.8% | -9.3% | +3.5% | -2.1% |
| 3M | -2.8% | -21.8% | +19.0% | +4.7% |
| 6M | +8.9% | -22.0% | +30.9% | +14.9% |
| YTD | +14.3% | +11.9% | +2.3% | +0.4% |
| 1Y | +19.5% | +11.6% | +7.9% | +3.6% |
| 3Y | +106.9% | +2.2% | +104.7% | +72.4% |
| 5Y | +108.7% | +14.9% | +93.9% | +54.2% |
| All | +62.0% | +216.7% | -154.8% | -28.1% |
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