+45.7%
RNST vs SPY
+315.0%
-269.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.2% |
| 30D | +2.9% | -3.3% | +6.2% | +6.2% |
| 3M | -5.5% | -2.4% | -3.1% | -3.5% |
| 6M | +1.0% | +2.6% | -1.5% | -2.2% |
| YTD | +16.0% | +11.2% | +4.8% | +3.4% |
| 1Y | +18.7% | +13.4% | +5.3% | +3.7% |
| 3Y | +70.0% | +79.9% | -9.9% | -6.3% |
| 5Y | +17.1% | +72.2% | -55.1% | -33.0% |
| 10Y | +45.7% | +307.3% | -261.6% | -70.1% |
| All | +45.7% | +315.0% | -269.3% | -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