+332.0%
RELL vs SPY
+304.1%
+27.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.5% |
| 7D | -6.4% | -0.6% | -5.8% | -5.5% |
| 30D | -7.0% | -3.7% | -3.3% | -3.6% |
| 3M | -2.8% | -2.7% | 0.0% | +0.2% |
| 6M | +26.1% | +2.2% | +23.9% | +26.3% |
| YTD | +80.0% | +10.8% | +69.2% | +71.7% |
| 1Y | +84.1% | +11.2% | +72.8% | +75.3% |
| 3Y | +87.4% | +76.5% | +10.9% | +38.1% |
| 5Y | +84.5% | +72.9% | +11.5% | +35.9% |
| 10Y | +332.0% | +304.8% | +27.2% | +143.4% |
| All | +332.0% | +304.1% | +27.9% | +143.4% |
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