-54.7%
RELY vs SPY
+83.8%
-138.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.6% | -8.3% | -8.1% |
| 7D | -18.5% | -2.0% | -16.6% | -16.3% |
| 30D | -7.1% | -1.7% | -5.5% | -4.9% |
| 3M | +21.6% | +4.7% | +16.8% | +14.9% |
| 6M | +28.4% | +12.5% | +15.9% | +11.4% |
| YTD | +58.9% | +11.7% | +47.2% | +38.9% |
| 1Y | +16.2% | +17.5% | -1.3% | -4.5% |
| 3Y | -13.0% | +76.6% | -89.5% | -60.5% |
| All | -54.7% | +83.8% | -138.5% | -79.0% |
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