-100.0%
RETO vs SPY
+220.9%
-320.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +587.6% | -2.7% | +590.3% | +590.3% |
| 30D | +143.9% | -5.4% | +149.3% | +147.0% |
| 3M | -93.3% | -4.1% | -89.2% | -93.3% |
| 6M | -92.6% | +0.7% | -93.3% | -92.8% |
| YTD | -97.5% | +8.7% | -106.2% | -97.6% |
| 1Y | -98.3% | +10.9% | -109.2% | -98.4% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| 5Y | -100.0% | +67.8% | -167.8% | -100.0% |
| All | -100.0% | +220.9% | -320.9% | -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