+176.4%
RICK vs SPY
+311.3%
-134.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.8% |
| 30D | +3.5% | -0.9% | +4.4% | +4.8% |
| 3M | +17.6% | +3.9% | +13.7% | +11.4% |
| 6M | +26.9% | +14.5% | +12.4% | +4.8% |
| YTD | +22.6% | +12.9% | +9.7% | +3.5% |
| 1Y | -16.7% | +19.4% | -36.0% | -34.8% |
| 3Y | -53.5% | +78.5% | -131.9% | -79.6% |
| 5Y | -57.1% | +81.8% | -138.8% | -81.4% |
| 10Y | +176.4% | +311.5% | -135.1% | -50.6% |
| All | +176.4% | +311.3% | -134.9% | -50.6% |
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