+5,922.7%
SPG vs RRX
+2,589.8%
+3,332.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | +2.0% | +4.3% | -2.3% | +0.3% |
| 30D | +17.2% | +12.3% | +4.9% | +11.0% |
| 3M | +6.3% | +3.7% | +2.7% | +3.3% |
| 6M | +18.7% | -13.9% | +32.6% | +20.6% |
| YTD | +30.1% | +26.5% | +3.6% | +10.6% |
| 1Y | +32.8% | +29.3% | +3.4% | +11.4% |
| 3Y | +133.6% | +65.6% | +68.0% | +66.8% |
| 5Y | +84.4% | +10.6% | +73.8% | +50.0% |
| 10Y | +114.3% | +202.9% | -88.6% | +15.3% |
| All | +5,922.7% | +2,589.8% | +3,332.9% | +2,223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling