+182.6%
RECS vs SPY
+173.7%
+8.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | +0.1% |
| 7D | -4.1% | -4.7% | +0.6% | +0.1% |
| 30D | -4.7% | -5.9% | +1.3% | +0.7% |
| 3M | -2.9% | -4.5% | +1.7% | +1.2% |
| 6M | +4.1% | +1.8% | +2.3% | +2.3% |
| YTD | +7.1% | +8.3% | -1.2% | -0.5% |
| 1Y | +8.9% | +9.3% | -0.4% | +0.3% |
| 3Y | +76.8% | +74.9% | +1.9% | +7.0% |
| 5Y | +74.8% | +67.3% | +7.6% | +9.6% |
| All | +182.6% | +173.7% | +8.9% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling