-63.7%
RES vs SPY
+312.9%
-376.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.3% |
| 7D | -13.9% | -2.7% | -11.2% | -11.6% |
| 30D | -10.6% | -5.4% | -5.2% | -5.5% |
| 3M | -9.2% | -4.1% | -5.1% | -5.5% |
| 6M | -27.1% | +0.7% | -27.8% | -27.8% |
| YTD | -0.4% | +8.7% | -9.1% | -9.2% |
| 1Y | +0.5% | +10.9% | -10.4% | -10.3% |
| 3Y | -27.1% | +75.0% | -102.1% | -59.0% |
| 5Y | +9.3% | +67.8% | -58.4% | -36.4% |
| All | -63.7% | +312.9% | -376.6% | -91.6% |
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