+63.7%
SPG vs RUN
+43.6%
+20.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.1% | -1.9% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | -6.3% | -10.8% | +4.6% | -5.0% |
| 3M | -2.4% | -30.2% | +27.7% | +1.4% |
| 6M | +9.6% | -22.3% | +32.0% | +11.3% |
| YTD | +14.2% | -52.2% | +66.4% | +21.3% |
| 1Y | +19.3% | -45.1% | +64.4% | +22.7% |
| 3Y | +106.7% | -37.1% | +143.8% | +75.6% |
| 5Y | +104.2% | -80.3% | +184.5% | +94.0% |
| 10Y | +63.7% | +45.2% | +18.5% | -8.2% |
| All | +63.7% | +43.6% | +20.1% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling