+9.3%
REZI vs SPY
+220.4%
-211.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.4% |
| 7D | +2.1% | +0.5% | +1.5% | +1.3% |
| 30D | -24.7% | -0.9% | -23.7% | -23.8% |
| 3M | -6.1% | +3.9% | -10.0% | -11.2% |
| 6M | -16.8% | +14.5% | -31.3% | -31.4% |
| YTD | -19.6% | +12.9% | -32.6% | -32.1% |
| 1Y | -22.3% | +19.4% | -41.7% | -38.8% |
| 3Y | +76.7% | +78.5% | -1.7% | -18.1% |
| 5Y | -5.8% | +81.8% | -87.5% | -56.1% |
| All | +9.3% | +220.4% | -211.1% | -75.1% |
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