+2,275.6%
RES vs SPY
+2,945.2%
-669.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.8% | -0.8% |
| 7D | -12.4% | -4.7% | -7.7% | -7.9% |
| 30D | -7.5% | -5.9% | -1.5% | -1.4% |
| 3M | -2.8% | -4.5% | +1.8% | +1.9% |
| 6M | -27.4% | +1.8% | -29.2% | -29.0% |
| YTD | +4.8% | +8.3% | -3.5% | -4.3% |
| 1Y | +6.2% | +9.3% | -3.2% | -4.1% |
| 3Y | -26.1% | +74.9% | -100.9% | -58.8% |
| 5Y | +15.1% | +67.3% | -52.2% | -33.2% |
| 10Y | -60.9% | +311.6% | -372.5% | -90.9% |
| All | +2,275.6% | +2,945.2% | -669.6% | +109.4% |
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