+195.7%
REGL vs SPY
+355.1%
-159.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -2.2% | +0.1% | -2.2% | -2.2% |
| 3M | +6.8% | +2.0% | +4.8% | +4.8% |
| 6M | +3.0% | +13.0% | -10.0% | -7.1% |
| YTD | +11.7% | +13.5% | -1.9% | +0.3% |
| 1Y | +10.5% | +20.0% | -9.4% | -5.2% |
| 3Y | +42.3% | +77.2% | -34.9% | -12.7% |
| 5Y | +45.9% | +81.9% | -36.0% | -13.4% |
| 10Y | +144.3% | +314.1% | -169.7% | -27.2% |
| All | +195.7% | +355.1% | -159.4% | -16.8% |
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