+2,070.3%
REG vs SPY
+2,718.0%
-647.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.2% |
| 7D | +0.3% | -2.7% | +3.0% | +2.6% |
| 30D | +5.7% | -5.4% | +11.1% | +10.6% |
| 3M | -1.8% | -4.1% | +2.3% | +1.5% |
| 6M | -3.5% | +0.7% | -4.2% | -5.0% |
| YTD | +11.6% | +8.7% | +3.0% | +2.4% |
| 1Y | +13.4% | +10.9% | +2.5% | +2.1% |
| 3Y | +37.9% | +75.0% | -37.1% | -18.8% |
| 5Y | +20.6% | +67.8% | -47.2% | -26.4% |
| 10Y | +60.1% | +312.9% | -252.7% | -55.3% |
| All | +2,070.3% | +2,718.0% | -647.7% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling