+1,241.6%
RELX vs SPY
+2,859.0%
-1,617.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +3.9% | +2.0% | +1.9% | +2.2% |
| 6M | +6.8% | +13.0% | -6.3% | -2.0% |
| YTD | -9.7% | +13.5% | -23.3% | -17.4% |
| 1Y | -22.0% | +20.0% | -42.0% | -31.3% |
| 3Y | +16.3% | +77.2% | -60.9% | -21.9% |
| 5Y | +28.9% | +81.9% | -53.0% | -15.4% |
| 10Y | +127.3% | +314.1% | -186.8% | -14.8% |
| All | +1,241.6% | +2,859.0% | -1,617.5% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling