+42.8%
REG vs SPY
+78.4%
-35.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +1.8% | -0.6% | +2.4% | +2.0% |
| 30D | +6.2% | -3.7% | +9.9% | +7.7% |
| 3M | +1.6% | -2.7% | +4.3% | +2.6% |
| 6M | +0.6% | +2.2% | -1.6% | -0.7% |
| YTD | +14.2% | +10.8% | +3.3% | +8.3% |
| 1Y | +13.7% | +11.2% | +2.5% | +7.6% |
| 3Y | +42.8% | +76.5% | -33.7% | -11.5% |
| All | +42.8% | +78.4% | -35.5% | -11.5% |
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