-2.1%
RES vs SPY
+12.3%
-14.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -2.0% |
| 7D | -11.1% | +0.1% | -11.2% | -11.0% |
| 30D | -11.7% | -3.3% | -8.4% | -10.4% |
| 3M | -9.8% | -2.4% | -7.4% | -8.7% |
| 6M | -21.7% | +2.6% | -24.2% | -21.5% |
| YTD | -1.4% | +11.2% | -12.6% | -0.1% |
| All | -2.1% | +12.3% | -14.4% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling