+2,135.4%
RES vs SPY
+3,015.5%
-880.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -12.0% | -0.6% | -11.5% | -11.6% |
| 30D | -11.7% | -3.7% | -8.1% | -8.3% |
| 3M | -14.5% | -2.7% | -11.7% | -12.1% |
| 6M | -21.7% | +2.2% | -23.8% | -23.6% |
| YTD | -1.4% | +10.8% | -12.2% | -12.2% |
| 1Y | -2.1% | +11.2% | -13.3% | -13.2% |
| 3Y | -22.8% | +76.5% | -99.3% | -57.4% |
| 5Y | +10.0% | +72.9% | -63.0% | -38.4% |
| 10Y | -64.5% | +304.8% | -369.3% | -91.6% |
| All | +2,135.4% | +3,015.5% | -880.1% | +92.3% |
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 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