+165.7%
RICK vs SPY
+315.0%
-149.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -3.3% |
| 7D | -0.7% | +0.1% | -0.8% | -1.0% |
| 30D | +10.8% | -3.3% | +14.1% | +15.7% |
| 3M | +3.2% | -2.4% | +5.6% | +6.3% |
| 6M | +14.6% | +2.6% | +12.1% | +10.0% |
| YTD | +22.3% | +11.2% | +11.1% | +4.9% |
| 1Y | +23.3% | +13.4% | +9.9% | +2.9% |
| 3Y | -45.0% | +79.9% | -124.9% | -76.4% |
| 5Y | -60.1% | +72.2% | -132.3% | -81.5% |
| 10Y | +165.7% | +307.3% | -141.6% | -54.4% |
| All | +165.7% | +315.0% | -149.3% | -54.4% |
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