-100.0%
RETO vs SPY
+219.9%
-319.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.3% |
| 7D | +524.0% | -4.7% | +528.7% | +529.9% |
| 30D | +134.9% | -5.9% | +140.9% | +138.1% |
| 3M | -93.3% | -4.5% | -88.7% | -93.3% |
| 6M | -91.8% | +1.8% | -93.6% | -92.1% |
| YTD | -97.4% | +8.3% | -105.8% | -97.6% |
| 1Y | -98.4% | +9.3% | -107.7% | -98.5% |
| 3Y | -100.0% | +74.9% | -174.8% | -100.0% |
| 5Y | -100.0% | +67.3% | -167.3% | -100.0% |
| All | -100.0% | +219.9% | -319.9% | -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 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