+191.4%
REX vs SPY
+318.9%
-127.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | +1.2% | -2.0% | +3.2% | +3.3% |
| 30D | -2.8% | -1.7% | -1.2% | -1.2% |
| 3M | -3.9% | +4.7% | -8.6% | -8.8% |
| 6M | +10.7% | +12.5% | -1.8% | -3.6% |
| YTD | +30.4% | +11.7% | +18.6% | +14.3% |
| 1Y | +38.2% | +17.5% | +20.7% | +14.6% |
| 3Y | +113.3% | +76.6% | +36.7% | +9.5% |
| 5Y | +214.0% | +82.0% | +131.9% | +54.0% |
| All | +191.4% | +318.9% | -127.5% | -42.8% |
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