-100.0%
RETO vs SPY
+235.3%
-335.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -17.8% | +0.1% | -17.9% | -17.9% |
| 30D | -63.4% | +0.1% | -63.5% | -63.5% |
| 3M | -50.8% | +2.0% | -52.8% | -51.5% |
| 6M | -78.3% | +13.0% | -91.3% | -79.6% |
| YTD | -86.1% | +13.5% | -99.7% | -87.0% |
| 1Y | -96.7% | +20.0% | -116.7% | -97.0% |
| 3Y | -99.5% | +77.2% | -176.7% | -99.6% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +235.3% | -335.3% | -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