-6.3%
REYN vs SPY
+155.8%
-162.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -4.3% | -0.4% | -4.0% | -4.3% |
| 30D | -16.8% | -1.4% | -15.4% | -16.5% |
| 3M | -5.6% | +3.7% | -9.3% | -6.7% |
| 6M | -0.8% | +13.0% | -13.8% | -4.4% |
| YTD | -3.2% | +12.4% | -15.6% | -6.6% |
| 1Y | -2.9% | +18.5% | -21.4% | -7.9% |
| 3Y | -8.4% | +77.6% | -86.0% | -23.7% |
| 5Y | -8.4% | +81.7% | -90.1% | -25.3% |
| All | -6.3% | +155.8% | -162.1% | -29.5% |
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