+154.7%
REGL vs SPY
+315.0%
-160.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | +7.6% | -3.3% | +11.0% | +10.4% |
| 3M | -1.3% | -2.4% | +1.1% | +0.4% |
| 6M | +5.8% | +2.6% | +3.2% | +3.1% |
| YTD | +13.3% | +11.2% | +2.0% | +3.1% |
| 1Y | +16.0% | +13.4% | +2.6% | +3.8% |
| 3Y | +54.0% | +79.9% | -25.9% | -7.8% |
| 5Y | +45.5% | +72.2% | -26.7% | -10.3% |
| 10Y | +154.7% | +307.3% | -152.6% | -28.7% |
| All | +154.7% | +315.0% | -160.3% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling