+617.0%
RGA vs SPY
+761.4%
-144.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +7.6% | +0.1% | +7.5% | +7.5% |
| 3M | +28.4% | +2.0% | +26.5% | +25.0% |
| 6M | +21.1% | +13.0% | +8.1% | +5.2% |
| YTD | +26.1% | +13.5% | +12.5% | +8.9% |
| 1Y | +30.4% | +20.0% | +10.5% | +5.8% |
| 3Y | +92.4% | +77.2% | +15.2% | +0.8% |
| 5Y | +139.1% | +81.9% | +57.2% | +19.0% |
| 10Y | +184.5% | +314.1% | -129.5% | -41.5% |
| All | +617.0% | +761.4% | -144.4% | -34.7% |
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 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