+75.4%
RING vs SPY
+638.6%
-563.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.3% |
| 7D | +0.8% | -0.9% | +1.7% | +1.2% |
| 30D | -3.6% | -2.4% | -1.3% | -2.4% |
| 3M | -4.6% | -1.2% | -3.5% | -3.9% |
| 6M | -11.5% | +3.3% | -14.8% | -12.5% |
| YTD | +2.0% | +12.3% | -10.3% | -2.7% |
| 1Y | +14.9% | +12.4% | +2.4% | +9.7% |
| 3Y | +267.6% | +78.8% | +188.8% | +185.7% |
| 5Y | +181.5% | +75.2% | +106.3% | +118.0% |
| 10Y | +391.7% | +311.1% | +80.6% | +167.5% |
| All | +75.4% | +638.6% | -563.3% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling