-59.0%
RC vs SPY
+19.4%
-78.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.7% |
| 7D | +1.2% | +0.5% | +0.6% | +0.6% |
| 30D | 0.0% | -0.9% | +0.9% | +1.0% |
| 3M | -0.6% | +3.9% | -4.5% | -4.0% |
| 6M | -9.9% | +14.5% | -24.4% | -21.0% |
| YTD | -20.6% | +12.9% | -33.5% | -29.7% |
| 1Y | -59.0% | +19.4% | -78.4% | -64.6% |
| All | -59.0% | +19.4% | -78.4% | -64.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling