+91.1%
RISR vs SPY
+89.1%
+1.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | 0.0% |
| 7D | +0.3% | -0.8% | +1.0% | +0.2% |
| 30D | +0.5% | -1.1% | +1.5% | +0.4% |
| 3M | +2.4% | +3.9% | -1.4% | +2.6% |
| 6M | +5.0% | +13.6% | -8.6% | +5.6% |
| YTD | +5.8% | +12.7% | -6.9% | +6.3% |
| 1Y | +7.8% | +17.5% | -9.7% | +8.5% |
| 3Y | +31.7% | +76.9% | -45.2% | +35.3% |
| All | +91.1% | +89.1% | +1.9% | +96.1% |
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