+213.6%
RELX vs SPY
+307.0%
-93.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.4% |
| 7D | +0.8% | +2.6% | -1.7% | -0.8% |
| 30D | +9.7% | -2.0% | +11.7% | +10.8% |
| 3M | +16.8% | -2.8% | +19.6% | +18.7% |
| 6M | +29.1% | +2.1% | +27.0% | +26.4% |
| YTD | +3.0% | +11.5% | -8.5% | -5.0% |
| 1Y | +0.5% | +13.5% | -13.0% | -8.4% |
| 3Y | +18.4% | +77.7% | -59.3% | -21.9% |
| 5Y | +41.4% | +72.6% | -31.2% | -5.6% |
| All | +213.6% | +307.0% | -93.4% | +22.8% |
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 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