+163.3%
RGS vs SPY
+79.4%
+84.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.6% |
| 7D | -25.4% | -0.9% | -24.5% | -23.6% |
| 30D | -17.4% | -2.4% | -15.1% | -14.0% |
| 3M | -13.3% | -1.2% | -12.1% | -10.9% |
| 6M | -12.2% | +3.3% | -15.5% | -14.6% |
| YTD | -14.6% | +12.3% | -26.9% | -24.7% |
| 1Y | -15.2% | +12.4% | -27.7% | -25.5% |
| All | +163.3% | +79.4% | +84.0% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling