+23.0%
RCS vs SPY
+322.5%
-299.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -2.1% | -0.8% | -1.4% | -1.7% |
| 30D | -3.4% | -1.1% | -2.4% | -2.8% |
| 3M | -6.6% | +3.9% | -10.4% | -8.9% |
| 6M | -4.8% | +13.6% | -18.5% | -12.3% |
| YTD | -3.6% | +12.7% | -16.3% | -10.6% |
| 1Y | -25.1% | +17.5% | -42.6% | -32.4% |
| 3Y | +19.9% | +76.9% | -57.0% | -18.6% |
| 5Y | +6.6% | +83.6% | -77.0% | -30.6% |
| All | +23.0% | +322.5% | -299.4% | -57.4% |
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