-36.2%
RNW vs SPY
+117.9%
-154.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.4% | +2.6% | -2.2% | -1.9% |
| 30D | +1.2% | -2.0% | +3.1% | +2.7% |
| 3M | +2.4% | -2.8% | +5.1% | +4.6% |
| 6M | +27.9% | +2.1% | +25.8% | +24.9% |
| YTD | +23.2% | +11.5% | +11.7% | +10.9% |
| 1Y | -5.3% | +13.5% | -18.8% | -16.2% |
| 3Y | +20.8% | +77.7% | -56.9% | -33.9% |
| 5Y | -26.9% | +72.6% | -99.5% | -59.1% |
| All | -36.2% | +117.9% | -154.1% | -71.4% |
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 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