+157.8%
RLI vs SPY
+322.5%
-164.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -3.1% | -0.8% | -2.3% | -2.6% |
| 30D | -3.6% | -1.1% | -2.6% | -3.0% |
| 3M | +12.0% | +3.9% | +8.2% | +8.8% |
| 6M | +4.8% | +13.6% | -8.8% | -4.8% |
| YTD | -0.8% | +12.7% | -13.4% | -9.5% |
| 1Y | -1.8% | +17.5% | -19.4% | -13.5% |
| 3Y | +2.7% | +76.9% | -74.2% | -34.8% |
| 5Y | +46.0% | +83.6% | -37.6% | -11.8% |
| All | +157.8% | +322.5% | -164.7% | -23.8% |
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