-99.9%
RENX vs SPY
+78.1%
-178.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -16.4% | -0.4% | -16.0% | -15.9% |
| 30D | -6.3% | -1.4% | -4.9% | -4.8% |
| 3M | +5.3% | +3.7% | +1.6% | +1.0% |
| 6M | -34.7% | +13.0% | -47.7% | -43.3% |
| YTD | -52.9% | +12.4% | -65.3% | -58.5% |
| 1Y | -93.1% | +18.5% | -111.6% | -94.2% |
| All | -99.9% | +78.1% | -178.1% | -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 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