-42.5%
RGYY vs SPY
+15.5%
-58.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +2.1% |
| 7D | +1.7% | +0.5% | +1.1% | +1.1% |
| 30D | -6.0% | -0.9% | -5.1% | -5.1% |
| 3M | -10.2% | +3.9% | -14.0% | -13.8% |
| 6M | -21.6% | +14.5% | -36.2% | -32.4% |
| YTD | -34.6% | +12.9% | -47.5% | -43.2% |
| All | -42.5% | +15.5% | -58.0% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling