+146.1%
REGL vs SPY
+307.0%
-161.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +1.7% | +2.6% | -0.9% | -0.4% |
| 30D | +6.8% | -2.0% | +8.8% | +8.4% |
| 3M | -1.5% | -2.8% | +1.3% | +0.5% |
| 6M | +7.4% | +2.1% | +5.3% | +5.0% |
| YTD | +13.1% | +11.5% | +1.6% | +2.7% |
| 1Y | +15.5% | +13.5% | +2.1% | +3.4% |
| 3Y | +53.1% | +77.7% | -24.6% | -7.3% |
| 5Y | +44.1% | +72.6% | -28.5% | -11.4% |
| All | +146.1% | +307.0% | -161.0% | -32.2% |
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