-22.0%
RELX vs SPY
+20.8%
-42.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +3.9% | +2.0% | +1.9% | +3.7% |
| 6M | +6.8% | +13.0% | -6.3% | +0.6% |
| YTD | -9.7% | +13.5% | -23.3% | -14.7% |
| 1Y | -22.0% | +20.0% | -42.0% | -29.8% |
| All | -22.0% | +20.8% | -42.9% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling