+92.2%
SPG vs RUN
-31.9%
+124.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -2.4% | +1.3% | -3.6% | -2.6% |
| 30D | -6.8% | -15.3% | +8.4% | -5.3% |
| 3M | +2.7% | -40.0% | +42.7% | +8.0% |
| 6M | +5.5% | -27.0% | +32.4% | +7.7% |
| YTD | +15.7% | -51.7% | +67.4% | +22.0% |
| 1Y | +20.9% | -45.9% | +66.8% | +24.2% |
| 3Y | +112.4% | -43.8% | +156.2% | +88.3% |
| 5Y | +101.4% | -80.5% | +181.8% | +92.7% |
| 10Y | +60.6% | +45.3% | +15.4% | +12.8% |
| All | +92.2% | -31.9% | +124.1% | +36.0% |
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