+7.8%
REYN vs SPY
+153.7%
-145.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +2.9% | +2.6% | +0.3% | +2.1% |
| 30D | +10.1% | -2.0% | +12.1% | +10.7% |
| 3M | -4.9% | -2.8% | -2.1% | -4.2% |
| 6M | +17.3% | +2.1% | +15.2% | +16.4% |
| YTD | +11.4% | +11.5% | -0.1% | +7.7% |
| 1Y | +4.2% | +13.5% | -9.2% | +0.2% |
| 3Y | +3.7% | +77.7% | -74.0% | -13.7% |
| 5Y | -1.0% | +72.6% | -73.6% | -18.2% |
| All | +7.8% | +153.7% | -145.9% | -18.7% |
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