-79.4%
RETL vs SPY
+81.8%
-161.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -4.3% |
| 7D | -1.1% | +0.5% | -1.6% | -2.9% |
| 30D | -17.2% | -0.9% | -16.2% | -14.5% |
| 3M | +2.1% | +3.9% | -1.8% | -10.8% |
| 6M | -0.2% | +14.5% | -14.7% | -36.9% |
| YTD | -11.1% | +12.9% | -24.1% | -40.6% |
| 1Y | -23.3% | +19.4% | -42.7% | -57.0% |
| 3Y | +35.4% | +78.5% | -43.1% | -79.8% |
| 5Y | -79.4% | +81.8% | -161.2% | -95.6% |
| All | -79.4% | +81.8% | -161.2% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling