-59.4%
RGTU vs SPY
+27.9%
-87.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | -5.4% |
| 7D | +0.4% | -0.8% | +1.1% | +6.1% |
| 30D | -34.8% | -1.1% | -33.7% | -27.9% |
| 3M | -56.1% | +3.9% | -59.9% | -63.6% |
| 6M | -53.4% | +13.6% | -67.1% | -74.7% |
| YTD | -77.6% | +12.7% | -90.2% | -86.5% |
| 1Y | -76.0% | +17.5% | -93.5% | -88.8% |
| All | -59.4% | +27.9% | -87.3% | -90.7% |
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