-73.5%
RERE vs SPY
+89.1%
-162.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.2% |
| 7D | +14.1% | -2.7% | +16.8% | +17.2% |
| 30D | +19.3% | -5.4% | +24.7% | +26.2% |
| 3M | +0.9% | -4.1% | +5.0% | +5.3% |
| 6M | +1.1% | +0.7% | +0.4% | +0.3% |
| YTD | -14.1% | +8.7% | -22.8% | -21.0% |
| 1Y | +16.7% | +10.9% | +5.9% | +5.1% |
| 3Y | +155.8% | +75.0% | +80.8% | +41.1% |
| 5Y | -50.4% | +67.8% | -118.2% | -69.3% |
| All | -73.5% | +89.1% | -162.6% | -82.7% |
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 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