+358.4%
RING vs SPY
+308.5%
+49.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -5.3% | +3.3% | -8.6% | -6.9% |
| 30D | -6.4% | -2.7% | -3.8% | -5.1% |
| 3M | -10.0% | -1.7% | -8.3% | -9.0% |
| 6M | -15.2% | +3.1% | -18.3% | -16.0% |
| YTD | -2.6% | +11.9% | -14.5% | -6.9% |
| 1Y | +6.1% | +12.0% | -5.8% | +1.5% |
| 3Y | +251.1% | +78.2% | +172.9% | +174.2% |
| 5Y | +168.9% | +73.2% | +95.6% | +109.1% |
| All | +358.4% | +308.5% | +49.9% | +190.5% |
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