+2,112.0%
REG vs SPY
+2,709.2%
-597.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +3.1% |
| 7D | +1.7% | -4.7% | +6.5% | +5.9% |
| 30D | +6.8% | -5.9% | +12.7% | +12.3% |
| 3M | -2.6% | -4.5% | +2.0% | +1.1% |
| 6M | -1.4% | +1.8% | -3.2% | -3.8% |
| YTD | +13.8% | +8.3% | +5.4% | +4.7% |
| 1Y | +14.4% | +9.3% | +5.1% | +4.3% |
| 3Y | +37.1% | +74.9% | -37.7% | -19.2% |
| 5Y | +22.9% | +67.3% | -44.3% | -24.8% |
| 10Y | +63.2% | +311.6% | -248.4% | -54.4% |
| All | +2,112.0% | +2,709.2% | -597.2% | +142.1% |
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