+19.3%
SPG vs RUN
-48.0%
+67.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.1% | -2.3% |
| 7D | -1.7% | -1.8% | +0.1% | -1.6% |
| 30D | -6.3% | -10.8% | +4.6% | -6.1% |
| 3M | -2.4% | -30.2% | +27.7% | -1.8% |
| 6M | +9.6% | -22.3% | +32.0% | +9.8% |
| YTD | +14.2% | -52.2% | +66.4% | +14.5% |
| 1Y | +19.3% | -45.1% | +64.4% | +21.8% |
| All | +19.3% | -48.0% | +67.3% | +21.8% |
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