+5.3%
RCS vs SPY
+81.0%
-75.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -3.2% | -0.4% | -2.9% | -3.1% |
| 30D | -2.7% | -1.4% | -1.3% | -2.1% |
| 3M | -5.2% | +3.7% | -8.9% | -6.8% |
| 6M | -5.0% | +13.0% | -18.0% | -10.2% |
| YTD | -3.0% | +12.4% | -15.4% | -8.1% |
| 1Y | -24.5% | +18.5% | -43.1% | -30.2% |
| 3Y | +21.5% | +77.6% | -56.2% | -8.7% |
| 5Y | +5.3% | +81.7% | -76.4% | -22.1% |
| All | +5.3% | +81.0% | -75.7% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling