+36.8%
RS vs SPY
+18.8%
+18.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.5% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -7.5% | -1.4% | -6.2% | -6.7% |
| 3M | -1.4% | +3.7% | -5.1% | -3.8% |
| 6M | +31.4% | +13.0% | +18.4% | +21.2% |
| YTD | +38.2% | +12.4% | +25.8% | +27.5% |
| 1Y | +36.8% | +18.5% | +18.3% | +19.5% |
| All | +36.8% | +18.8% | +18.0% | +19.5% |
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