+7.6%
REYN vs SPY
+153.2%
-145.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.0% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +12.5% | -3.3% | +15.8% | +13.6% |
| 3M | -5.8% | -2.4% | -3.4% | -5.2% |
| 6M | +15.4% | +2.6% | +12.8% | +14.4% |
| YTD | +11.3% | +11.2% | 0.0% | +7.6% |
| 1Y | +3.4% | +13.4% | -9.9% | -0.6% |
| 3Y | +1.9% | +79.9% | -78.0% | -15.5% |
| 5Y | +0.6% | +72.2% | -71.5% | -16.7% |
| All | +7.6% | +153.2% | -145.5% | -18.8% |
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 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