+39.2%
RILYG vs SPY
+77.2%
-38.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | 0.0% | -2.0% | +2.0% | +0.8% |
| 30D | +1.4% | -1.7% | +3.1% | +2.1% |
| 3M | +3.5% | +4.7% | -1.2% | +1.5% |
| 6M | +12.9% | +12.5% | +0.4% | +7.5% |
| YTD | +27.8% | +11.7% | +16.1% | +22.0% |
| 1Y | +33.5% | +17.5% | +16.1% | +24.8% |
| 3Y | +52.9% | +76.6% | -23.7% | +23.9% |
| All | +39.2% | +77.2% | -38.0% | +10.7% |
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