+134.7%
RGA vs SPY
+81.8%
+52.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | -0.2% | +0.5% | -0.8% | -0.6% |
| 30D | +0.7% | -0.9% | +1.7% | +1.4% |
| 3M | +23.3% | +3.9% | +19.4% | +19.5% |
| 6M | +20.3% | +14.5% | +5.8% | +7.8% |
| YTD | +23.0% | +12.9% | +10.1% | +11.4% |
| 1Y | +30.8% | +19.4% | +11.5% | +13.2% |
| 3Y | +82.5% | +78.5% | +4.0% | +16.4% |
| 5Y | +134.7% | +81.8% | +52.9% | +49.4% |
| All | +134.7% | +81.8% | +52.9% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling