+280.1%
REZ vs SPY
+627.6%
-347.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -3.5% | +0.1% | -3.5% | -3.6% |
| 3M | +4.8% | +2.0% | +2.8% | +2.2% |
| 6M | +4.7% | +13.0% | -8.3% | -7.7% |
| YTD | +13.5% | +13.5% | -0.1% | -0.6% |
| 1Y | +13.1% | +20.0% | -6.8% | -6.4% |
| 3Y | +42.2% | +77.2% | -35.0% | -22.1% |
| 5Y | +14.5% | +81.9% | -67.4% | -40.1% |
| 10Y | +89.5% | +314.1% | -224.5% | -60.6% |
| All | +280.1% | +627.6% | -347.5% | -68.7% |
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