-88.3%
RADX vs SPY
+27.3%
-115.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -4.4% | -2.0% | -2.4% | -3.6% |
| 30D | -28.0% | -1.7% | -26.3% | -27.5% |
| 3M | -52.2% | +4.7% | -56.9% | -53.2% |
| 6M | -58.6% | +12.5% | -71.1% | -60.6% |
| YTD | -60.5% | +11.7% | -72.3% | -62.3% |
| 1Y | -64.5% | +17.5% | -82.0% | -66.7% |
| All | -88.3% | +27.3% | -115.6% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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