+115.9%
SPG vs RVTY
+219.6%
-103.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.7% | -0.7% | +3.5% | +2.9% |
| 30D | +16.6% | +1.7% | +14.8% | +15.6% |
| 3M | +8.1% | +36.8% | -28.7% | -2.3% |
| 6M | +19.3% | +60.1% | -40.8% | +2.4% |
| YTD | +31.1% | +64.0% | -32.9% | +10.4% |
| 1Y | +32.8% | +68.2% | -35.4% | +10.8% |
| 3Y | +135.8% | +88.8% | +47.0% | +85.1% |
| 5Y | +85.1% | -10.5% | +95.6% | +78.6% |
| 10Y | +115.9% | +219.7% | -103.7% | +40.2% |
| All | +115.9% | +219.6% | -103.6% | +40.2% |
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