+116.5%
SPG vs RVTY
+217.6%
-101.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.0% |
| 7D | +5.1% | +6.0% | -0.9% | +3.2% |
| 30D | +16.8% | +4.3% | +12.6% | +15.1% |
| 3M | +5.7% | +40.2% | -34.6% | -5.1% |
| 6M | +17.8% | +59.3% | -41.5% | +1.3% |
| YTD | +30.1% | +66.5% | -36.4% | +9.1% |
| 1Y | +32.8% | +77.5% | -44.7% | +9.0% |
| 3Y | +137.2% | +92.5% | +44.7% | +85.1% |
| 5Y | +81.5% | -6.8% | +88.3% | +73.0% |
| 10Y | +116.5% | +225.4% | -108.9% | +39.6% |
| All | +116.5% | +217.6% | -101.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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