+116.7%
SPG vs RUN
-34.8%
+151.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.2% |
| 7D | +3.1% | -13.7% | +16.8% | +4.7% |
| 30D | +16.4% | +9.4% | +7.1% | +14.8% |
| 3M | +7.1% | -13.4% | +20.5% | +8.1% |
| 6M | +16.1% | -39.6% | +55.6% | +21.2% |
| YTD | +30.4% | -53.7% | +84.1% | +37.5% |
| 1Y | +33.0% | -56.2% | +89.2% | +40.7% |
| 3Y | +134.6% | -9.7% | +144.4% | +94.2% |
| 5Y | +84.9% | -85.5% | +170.4% | +84.3% |
| 10Y | +114.9% | +66.7% | +48.2% | +50.6% |
| All | +116.7% | -34.8% | +151.4% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling