+78.0%
SPG vs RVTY
-7.4%
+85.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | 0.0% |
| 7D | +4.9% | -1.2% | +6.1% | +5.0% |
| 30D | +15.6% | +1.0% | +14.6% | +14.9% |
| 3M | +4.1% | +35.8% | -31.8% | -5.7% |
| 6M | +13.6% | +56.7% | -43.1% | -2.0% |
| YTD | +27.5% | +60.7% | -33.2% | +7.9% |
| 1Y | +32.2% | +73.7% | -41.5% | +8.7% |
| 3Y | +126.0% | +82.8% | +43.2% | +77.0% |
| All | +78.0% | -7.4% | +85.4% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling