+325.6%
RELL vs SPY
+315.0%
+10.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.4% | +8.3% | +8.9% |
| 7D | 0.0% | +0.1% | -0.1% | +0.5% |
| 30D | -6.2% | -3.3% | -2.9% | -3.1% |
| 3M | -5.6% | -2.4% | -3.2% | -3.0% |
| 6M | +27.2% | +2.6% | +24.6% | +27.0% |
| YTD | +81.5% | +11.2% | +70.2% | +72.7% |
| 1Y | +89.7% | +13.4% | +76.3% | +78.4% |
| 3Y | +93.4% | +79.9% | +13.5% | +40.9% |
| 5Y | +82.2% | +72.2% | +10.0% | +34.2% |
| 10Y | +325.6% | +307.3% | +18.2% | +141.9% |
| All | +325.6% | +315.0% | +10.6% | +141.9% |
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