+2,060.6%
REG vs SPY
+2,844.5%
-783.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -0.3% | +0.1% | -0.5% | -0.5% |
| 30D | -4.8% | +0.1% | -4.9% | -4.9% |
| 3M | -0.9% | +2.0% | -2.9% | -3.1% |
| 6M | -3.6% | +13.0% | -16.6% | -14.1% |
| YTD | +11.1% | +13.5% | -2.4% | -1.5% |
| 1Y | +6.5% | +20.0% | -13.5% | -10.3% |
| 3Y | +36.1% | +77.2% | -41.1% | -20.4% |
| 5Y | +32.7% | +81.9% | -49.2% | -24.4% |
| 10Y | +36.3% | +314.1% | -277.8% | -61.9% |
| All | +2,060.6% | +2,844.5% | -783.9% | +127.8% |
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