+2,662.3%
RES vs SPY
+3,091.8%
-429.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.9% |
| 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% | -6.7% |
| YTD | +21.9% | +13.5% | +8.3% | +6.0% |
| 1Y | +39.1% | +20.0% | +19.2% | +14.2% |
| 3Y | -15.0% | +77.2% | -92.2% | -53.3% |
| 5Y | +78.4% | +81.9% | -3.5% | -5.0% |
| 10Y | -49.9% | +314.1% | -364.0% | -88.4% |
| All | +2,662.3% | +3,091.8% | -429.4% | +132.1% |
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