+127.1%
RGS vs SPY
+75.1%
+52.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -18.9% | -2.7% | -16.2% | -14.6% |
| 30D | -19.0% | -5.4% | -13.6% | -12.1% |
| 3M | -16.4% | -4.1% | -12.3% | -10.7% |
| 6M | -10.4% | +0.7% | -11.1% | -9.9% |
| YTD | -13.3% | +8.7% | -21.9% | -20.4% |
| 1Y | -17.2% | +10.9% | -28.0% | -26.0% |
| 3Y | +127.1% | +75.0% | +52.1% | -38.3% |
| All | +127.1% | +75.1% | +52.0% | -38.3% |
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