+675.8%
RGA vs SPY
+740.8%
-65.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | +3.5% | -0.6% | +4.1% | +4.0% |
| 30D | +7.1% | -3.7% | +10.7% | +11.1% |
| 3M | +13.7% | -2.7% | +16.4% | +16.6% |
| 6M | +31.2% | +2.2% | +29.0% | +26.8% |
| YTD | +36.4% | +10.8% | +25.6% | +20.5% |
| 1Y | +48.7% | +11.2% | +37.4% | +30.7% |
| 3Y | +78.4% | +76.5% | +1.9% | -6.5% |
| 5Y | +173.1% | +72.9% | +100.2% | +43.3% |
| 10Y | +187.2% | +304.8% | -117.6% | -39.7% |
| All | +675.8% | +740.8% | -65.0% | -27.8% |
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