-99.9%
RENX vs SPY
+77.1%
-177.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.8% |
| 7D | -15.8% | -2.0% | -13.8% | -13.8% |
| 30D | -8.1% | -1.7% | -6.5% | -6.3% |
| 3M | +4.6% | +4.7% | -0.1% | -0.7% |
| 6M | -30.9% | +12.5% | -43.4% | -39.7% |
| YTD | -52.4% | +11.7% | -64.1% | -57.8% |
| 1Y | -93.2% | +17.5% | -110.7% | -94.2% |
| All | -99.9% | +77.1% | -177.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling