+109.0%
REZ vs SPY
+312.9%
-203.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +4.4% | -2.7% | +7.1% | +6.3% |
| 30D | +10.2% | -5.4% | +15.6% | +14.5% |
| 3M | -0.6% | -4.1% | +3.5% | +2.2% |
| 6M | +5.2% | +0.7% | +4.5% | +3.9% |
| YTD | +16.1% | +8.7% | +7.4% | +8.2% |
| 1Y | +17.4% | +10.9% | +6.5% | +7.6% |
| 3Y | +58.0% | +75.0% | -17.0% | -0.3% |
| 5Y | +18.1% | +67.8% | -49.7% | -23.5% |
| All | +109.0% | +312.9% | -203.8% | -14.9% |
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