-50.2%
RES vs SPY
+313.2%
-363.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | +13.0% | +0.1% | +13.0% | +12.9% |
| 3M | -9.9% | +2.0% | -11.8% | -11.8% |
| 6M | +7.0% | +13.0% | -6.0% | -6.4% |
| YTD | +21.9% | +13.5% | +8.3% | +6.4% |
| 1Y | +39.1% | +20.0% | +19.2% | +14.6% |
| 3Y | -15.0% | +77.2% | -92.2% | -52.9% |
| 5Y | +78.4% | +81.9% | -3.5% | -4.6% |
| All | -50.2% | +313.2% | -363.3% | -89.3% |
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