+233.7%
RELL vs SPY
+313.2%
-79.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.3% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | -17.2% | +0.1% | -17.2% | -17.2% |
| 3M | +0.9% | +2.0% | -1.1% | 0.0% |
| 6M | +41.1% | +13.0% | +28.1% | +31.0% |
| YTD | +61.3% | +13.5% | +47.7% | +49.8% |
| 1Y | +79.9% | +20.0% | +60.0% | +61.8% |
| 3Y | +45.7% | +77.2% | -31.5% | +5.8% |
| 5Y | +111.2% | +81.9% | +29.4% | +50.4% |
| All | +233.7% | +313.2% | -79.5% | +86.4% |
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