-32.1%
RETL vs SPY
+307.0%
-339.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +2.3% |
| 7D | +4.7% | +2.6% | +2.1% | -2.9% |
| 30D | +20.1% | -2.0% | +22.0% | +27.6% |
| 3M | -0.5% | -2.8% | +2.3% | +8.5% |
| 6M | +33.0% | +2.1% | +30.9% | +23.9% |
| YTD | +1.6% | +11.5% | -9.9% | -26.8% |
| 1Y | +18.0% | +13.5% | +4.6% | -19.2% |
| 3Y | +81.8% | +77.7% | +4.1% | -64.9% |
| 5Y | -81.7% | +72.6% | -154.3% | -94.3% |
| All | -32.1% | +307.0% | -339.1% | -97.6% |
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