+184.9%
RGA vs SPY
+311.8%
-126.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.6% |
| 7D | +2.5% | -0.9% | +3.4% | +3.3% |
| 30D | +5.1% | -2.4% | +7.5% | +7.4% |
| 3M | +12.2% | -1.2% | +13.3% | +13.0% |
| 6M | +31.6% | +3.3% | +28.3% | +25.8% |
| YTD | +36.0% | +12.3% | +23.7% | +18.7% |
| 1Y | +48.9% | +12.4% | +36.4% | +29.6% |
| 3Y | +77.9% | +78.8% | -0.9% | -8.2% |
| 5Y | +169.8% | +75.2% | +94.6% | +40.6% |
| 10Y | +184.9% | +311.1% | -126.2% | -44.0% |
| All | +184.9% | +311.8% | -126.8% | -44.0% |
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