-65.4%
RECT vs SPY
+41.4%
-106.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -0.8% | -3.7% | +2.9% | +0.1% |
| 3M | +17.3% | -2.7% | +20.1% | +18.0% |
| 6M | -1.5% | +2.2% | -3.7% | -2.4% |
| YTD | -23.3% | +10.8% | -34.2% | -25.6% |
| 1Y | -38.1% | +11.2% | -49.3% | -39.9% |
| All | -65.4% | +41.4% | -106.8% | -70.0% |
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