-72.5%
RECT vs SPY
+20.8%
-93.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.5% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -0.8% | +0.1% | -0.8% | -0.9% |
| 3M | -3.1% | +2.0% | -5.0% | -4.3% |
| 6M | -14.8% | +13.0% | -27.8% | -18.5% |
| YTD | -27.8% | +13.5% | -41.4% | -30.7% |
| 1Y | -72.5% | +20.0% | -92.4% | -68.6% |
| All | -72.5% | +20.8% | -93.3% | -68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling