-64.9%
RECT vs SPY
+44.8%
-109.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +7.1% | +0.1% | +7.0% | +7.0% |
| 3M | +4.6% | +2.0% | +2.6% | +3.9% |
| 6M | -8.0% | +13.0% | -21.0% | -11.1% |
| YTD | -22.1% | +13.5% | -35.7% | -24.8% |
| 1Y | -70.3% | +20.0% | -90.2% | -71.6% |
| All | -64.9% | +44.8% | -109.7% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling