-69.3%
RGS vs SPY
+2,954.7%
-3,024.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -18.9% | -2.7% | -16.2% | -15.7% |
| 30D | -19.0% | -5.4% | -13.6% | -13.6% |
| 3M | -16.4% | -4.1% | -12.3% | -12.1% |
| 6M | -10.4% | +0.7% | -11.1% | -10.2% |
| YTD | -13.3% | +8.7% | -21.9% | -19.1% |
| 1Y | -17.2% | +10.9% | -28.0% | -24.4% |
| 3Y | +127.1% | +75.0% | +52.1% | +36.5% |
| 5Y | -56.4% | +67.8% | -124.2% | -72.9% |
| 10Y | -90.2% | +312.9% | -403.0% | -97.0% |
| All | -69.3% | +2,954.7% | -3,024.0% | -97.9% |
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