-70.5%
RGS vs SPY
+82.0%
-152.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | +3.7% | +0.1% | +3.7% | +3.6% |
| 3M | +3.8% | +2.0% | +1.8% | +1.4% |
| 6M | +28.0% | +13.0% | +15.0% | +12.6% |
| YTD | +2.7% | +13.5% | -10.8% | -10.0% |
| 1Y | +26.7% | +20.0% | +6.8% | +4.7% |
| 3Y | +34.4% | +77.2% | -42.8% | -24.3% |
| All | -70.5% | +82.0% | -152.5% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling