+133.6%
SPG vs RUN
-7.3%
+140.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | +2.0% | -13.5% | +15.5% | +2.7% |
| 30D | +17.2% | +18.3% | -1.1% | +16.0% |
| 3M | +6.3% | -12.5% | +18.8% | +6.7% |
| 6M | +18.7% | -40.3% | +59.0% | +21.2% |
| YTD | +30.1% | -53.1% | +83.2% | +33.2% |
| 1Y | +32.8% | -54.3% | +87.0% | +36.0% |
| 3Y | +133.6% | -6.5% | +140.1% | +98.9% |
| All | +133.6% | -7.3% | +140.9% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling