-43.7%
RETL vs SPY
+312.5%
-356.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -3.4% |
| 7D | -7.5% | -0.4% | -7.2% | -6.4% |
| 30D | -20.8% | -1.4% | -19.5% | -17.3% |
| 3M | -6.2% | +3.7% | -9.9% | -16.6% |
| 6M | -4.3% | +13.0% | -17.3% | -34.2% |
| YTD | -15.4% | +12.4% | -27.8% | -40.5% |
| 1Y | -25.2% | +18.5% | -43.8% | -54.7% |
| 3Y | +28.9% | +77.6% | -48.7% | -74.8% |
| 5Y | -81.0% | +81.7% | -162.7% | -94.8% |
| 10Y | -43.7% | +319.7% | -363.4% | -97.9% |
| All | -43.7% | +312.5% | -356.3% | -97.9% |
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