+144.6%
REGL vs SPY
+311.3%
-166.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.2% |
| 7D | +0.3% | +0.5% | -0.3% | -0.2% |
| 30D | -3.4% | -0.9% | -2.4% | -2.7% |
| 3M | +5.8% | +3.9% | +1.9% | +2.3% |
| 6M | +5.4% | +14.5% | -9.2% | -6.1% |
| YTD | +10.9% | +12.9% | -2.0% | -0.1% |
| 1Y | +10.0% | +19.4% | -9.4% | -5.6% |
| 3Y | +45.9% | +78.5% | -32.5% | -11.9% |
| 5Y | +46.6% | +81.8% | -35.1% | -13.9% |
| 10Y | +144.6% | +311.5% | -166.9% | -35.0% |
| All | +144.6% | +311.3% | -166.7% | -35.0% |
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