+5,256.9%
SPG vs RVTY
+2,111.4%
+3,145.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | -6.8% | +13.2% | -20.1% | -9.4% |
| 3M | +2.7% | +27.2% | -24.6% | -2.8% |
| 6M | +5.5% | +32.4% | -26.9% | -1.5% |
| YTD | +15.7% | +34.9% | -19.2% | +7.3% |
| 1Y | +20.9% | +52.4% | -31.5% | +8.8% |
| 3Y | +112.4% | +12.3% | +100.1% | +101.0% |
| 5Y | +101.4% | -30.8% | +132.2% | +108.2% |
| 10Y | +60.6% | +150.7% | -90.0% | +25.8% |
| All | +5,256.9% | +2,111.4% | +3,145.5% | +2,874.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling