+61.3%
RS vs SPY
+13.0%
+48.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.2% |
| 7D | -2.7% | -0.9% | -1.8% | -2.1% |
| 30D | +7.2% | -2.4% | +9.5% | +8.8% |
| 3M | +1.8% | -1.2% | +3.0% | +2.6% |
| 6M | +17.4% | +3.3% | +14.1% | +15.1% |
| YTD | +50.4% | +12.3% | +38.1% | +39.7% |
| 1Y | +61.3% | +12.4% | +48.9% | +50.2% |
| All | +61.3% | +13.0% | +48.4% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling