+54.3%
RLI vs SPY
+74.6%
-20.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.7% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | +21.3% | -2.4% | +23.7% | +22.1% |
| 3M | +7.7% | -1.2% | +8.9% | +8.0% |
| 6M | +48.8% | +3.3% | +45.5% | +46.5% |
| YTD | +12.7% | +12.3% | +0.4% | +7.2% |
| 1Y | +20.3% | +12.4% | +7.9% | +14.2% |
| 3Y | +16.0% | +78.8% | -62.8% | -11.3% |
| 5Y | +54.3% | +75.2% | -20.9% | +19.4% |
| All | +54.3% | +74.6% | -20.4% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling