+6.4%
REZI vs SPY
+219.7%
-213.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.3% |
| 7D | -3.9% | -0.8% | -3.1% | -2.8% |
| 30D | -25.7% | -1.1% | -24.6% | -24.7% |
| 3M | -11.9% | +3.9% | -15.8% | -16.7% |
| 6M | -21.0% | +13.6% | -34.6% | -34.1% |
| YTD | -21.8% | +12.7% | -34.5% | -33.7% |
| 1Y | -25.2% | +17.5% | -42.7% | -39.7% |
| 3Y | +72.0% | +76.9% | -5.0% | -19.3% |
| 5Y | -5.3% | +83.6% | -88.9% | -56.4% |
| All | +6.4% | +219.7% | -213.3% | -75.7% |
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 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