-75.9%
RERE vs SPY
+94.0%
-169.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.5% | +5.6% |
| 7D | -8.8% | +2.6% | -11.4% | -11.2% |
| 30D | +2.0% | -2.0% | +4.0% | +3.9% |
| 3M | -11.7% | -2.8% | -9.0% | -9.3% |
| 6M | -14.0% | +2.1% | -16.1% | -16.0% |
| YTD | -21.6% | +11.5% | -33.1% | -29.9% |
| 1Y | +1.3% | +13.5% | -12.1% | -11.0% |
| 3Y | +159.6% | +77.7% | +81.9% | +41.0% |
| 5Y | -54.8% | +72.6% | -127.5% | -72.8% |
| All | -75.9% | +94.0% | -169.9% | -84.7% |
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