+356.6%
RING vs SPY
+304.1%
+52.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.2% |
| 7D | +12.3% | -0.6% | +12.9% | +12.7% |
| 30D | -2.9% | -3.7% | +0.8% | -0.9% |
| 3M | -3.3% | -2.7% | -0.6% | -1.8% |
| 6M | -7.1% | +2.2% | -9.3% | -7.6% |
| YTD | +3.7% | +10.8% | -7.1% | -0.4% |
| 1Y | +18.1% | +11.2% | +6.8% | +13.4% |
| 3Y | +273.8% | +76.5% | +197.3% | +193.2% |
| 5Y | +192.8% | +72.9% | +119.9% | +128.1% |
| 10Y | +356.6% | +304.8% | +51.8% | +173.1% |
| All | +356.6% | +304.1% | +52.5% | +173.1% |
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