+335.7%
RELL vs SPY
+311.8%
+23.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +3.4% |
| 7D | +3.2% | -0.9% | +4.2% | +4.6% |
| 30D | -2.6% | -2.4% | -0.3% | -0.1% |
| 3M | 0.0% | -1.2% | +1.1% | +1.8% |
| 6M | +31.4% | +3.3% | +28.1% | +30.6% |
| YTD | +87.9% | +12.3% | +75.6% | +77.6% |
| 1Y | +96.6% | +12.4% | +84.2% | +85.8% |
| 3Y | +95.7% | +78.8% | +16.9% | +42.8% |
| 5Y | +88.0% | +75.2% | +12.8% | +37.1% |
| 10Y | +335.7% | +311.1% | +24.6% | +135.4% |
| All | +335.7% | +311.8% | +23.9% | +135.4% |
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