+47.4%
RNST vs SPY
+311.3%
-263.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +2.2% | +0.5% | +1.7% | +1.7% |
| 30D | -4.5% | -0.9% | -3.5% | -3.6% |
| 3M | 0.0% | +3.9% | -3.9% | -4.1% |
| 6M | +11.5% | +14.5% | -3.0% | -3.2% |
| YTD | +17.3% | +12.9% | +4.4% | +3.3% |
| 1Y | +6.3% | +19.4% | -13.1% | -11.7% |
| 3Y | +68.2% | +78.5% | -10.3% | -6.4% |
| 5Y | +38.4% | +81.8% | -43.4% | -25.1% |
| 10Y | +47.4% | +311.5% | -264.1% | -70.1% |
| All | +47.4% | +311.3% | -263.9% | -70.1% |
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