+30.9%
SPG vs RUN
-53.7%
+84.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.8% |
| 7D | +8.2% | +18.5% | -10.3% | +7.5% |
| 30D | +13.5% | +15.5% | -2.1% | +12.8% |
| 3M | +2.2% | -20.3% | +22.5% | +2.5% |
| 6M | +15.9% | -30.8% | +46.7% | +16.2% |
| YTD | +27.6% | -52.2% | +79.8% | +27.4% |
| 1Y | +30.9% | -53.9% | +84.8% | +30.8% |
| All | +30.9% | -53.7% | +84.7% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling