+174.9%
REX vs SPY
+307.0%
-132.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.5% |
| 7D | -2.8% | +2.6% | -5.4% | -5.4% |
| 30D | -8.4% | -2.0% | -6.4% | -6.7% |
| 3M | -12.4% | -2.8% | -9.6% | -10.3% |
| 6M | -21.4% | +2.1% | -23.5% | -23.8% |
| YTD | +18.4% | +11.5% | +6.9% | +3.6% |
| 1Y | +17.1% | +13.5% | +3.6% | +0.5% |
| 3Y | +109.6% | +77.7% | +31.9% | +6.5% |
| 5Y | +162.1% | +72.6% | +89.5% | +37.1% |
| All | +174.9% | +307.0% | -132.2% | -41.1% |
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