-5.0%
REYN vs SPY
+158.4%
-163.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -9.1% | +0.1% | -9.3% | -9.2% |
| 30D | -17.6% | +0.1% | -17.7% | -17.6% |
| 3M | +1.7% | +2.0% | -0.3% | +1.0% |
| 6M | -4.6% | +13.0% | -17.6% | -8.1% |
| YTD | -1.8% | +13.5% | -15.4% | -5.6% |
| 1Y | -3.6% | +20.0% | -23.6% | -8.9% |
| 3Y | -9.8% | +77.2% | -86.9% | -24.8% |
| 5Y | -8.5% | +81.9% | -90.4% | -25.5% |
| All | -5.0% | +158.4% | -163.4% | -28.7% |
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 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