-100.0%
RETO vs SPY
+227.2%
-327.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.7% |
| 7D | +13.0% | -0.6% | +13.6% | +13.2% |
| 30D | +182.6% | -3.7% | +186.3% | +185.4% |
| 3M | -92.8% | -2.7% | -90.1% | -92.9% |
| 6M | -92.5% | +2.2% | -94.7% | -92.7% |
| YTD | -97.6% | +10.8% | -108.4% | -97.7% |
| 1Y | -98.4% | +11.2% | -109.7% | -98.5% |
| 3Y | -100.0% | +76.5% | -176.5% | -100.0% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| All | -100.0% | +227.2% | -327.2% | -100.0% |
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