+187.7%
RS vs SPY
+81.0%
+106.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.5% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -7.5% | -1.4% | -6.2% | -6.5% |
| 3M | -1.4% | +3.7% | -5.1% | -4.4% |
| 6M | +31.4% | +13.0% | +18.4% | +18.7% |
| YTD | +38.2% | +12.4% | +25.8% | +25.3% |
| 1Y | +36.8% | +18.5% | +18.3% | +18.6% |
| 3Y | +53.0% | +77.6% | -24.6% | -5.6% |
| 5Y | +187.7% | +81.7% | +106.1% | +71.5% |
| All | +187.7% | +81.0% | +106.8% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling