-90.7%
RGS vs SPY
+315.0%
-405.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -4.5% |
| 7D | -19.6% | +0.1% | -19.7% | -18.5% |
| 30D | -19.5% | -3.3% | -16.2% | -14.8% |
| 3M | -15.7% | -2.4% | -13.3% | -11.9% |
| 6M | -15.3% | +2.6% | -17.8% | -17.2% |
| YTD | -14.6% | +11.2% | -25.8% | -24.9% |
| 1Y | -13.8% | +13.4% | -27.2% | -26.3% |
| 3Y | +196.4% | +79.9% | +116.5% | +38.9% |
| 5Y | -59.0% | +72.2% | -131.2% | -79.7% |
| 10Y | -90.7% | +307.3% | -398.0% | -98.2% |
| All | -90.7% | +315.0% | -405.7% | -98.2% |
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