-38.5%
RECT vs SPY
+9.9%
-48.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +1.6% | -2.7% | +4.3% | +2.7% |
| 30D | +0.8% | -5.4% | +6.2% | +3.3% |
| 3M | +13.4% | -4.1% | +17.5% | +15.1% |
| 6M | +3.0% | +0.7% | +2.3% | +0.6% |
| YTD | -22.7% | +8.7% | -31.4% | -28.2% |
| 1Y | -38.5% | +10.9% | -49.3% | -42.3% |
| All | -38.5% | +9.9% | -48.3% | -42.3% |
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