+731.4%
RETL vs SPY
+835.8%
-104.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.9% |
| 7D | +1.8% | +0.1% | +1.7% | +1.4% |
| 30D | -13.7% | +0.1% | -13.8% | -13.8% |
| 3M | +9.3% | +2.0% | +7.3% | +3.0% |
| 6M | -4.4% | +13.0% | -17.4% | -31.2% |
| YTD | -5.4% | +13.5% | -18.9% | -32.3% |
| 1Y | -16.6% | +20.0% | -36.5% | -47.9% |
| 3Y | +26.9% | +77.2% | -50.3% | -68.3% |
| 5Y | -79.7% | +81.9% | -161.5% | -93.1% |
| 10Y | -43.6% | +314.1% | -357.6% | -95.1% |
| All | +731.4% | +835.8% | -104.4% | -77.2% |
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