+114.1%
REZ vs SPY
+315.0%
-200.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.9% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | +8.9% | -3.3% | +12.2% | +11.3% |
| 3M | -0.4% | -2.4% | +2.0% | +1.0% |
| 6M | +6.1% | +2.6% | +3.5% | +3.4% |
| YTD | +17.0% | +11.2% | +5.8% | +7.2% |
| 1Y | +16.4% | +13.4% | +3.0% | +4.9% |
| 3Y | +61.7% | +79.9% | -18.2% | -0.1% |
| 5Y | +18.7% | +72.2% | -53.5% | -24.6% |
| 10Y | +114.1% | +307.3% | -193.2% | -20.2% |
| All | +114.1% | +315.0% | -200.9% | -20.2% |
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