+18,252.7%
RS vs SPY
+2,728.1%
+15,524.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.8% |
| 7D | -2.7% | -0.9% | -1.8% | -1.7% |
| 30D | +7.2% | -2.4% | +9.5% | +9.9% |
| 3M | +1.8% | -1.2% | +3.0% | +3.0% |
| 6M | +17.4% | +3.3% | +14.1% | +12.7% |
| YTD | +50.4% | +12.3% | +38.1% | +31.1% |
| 1Y | +61.3% | +12.4% | +48.9% | +40.3% |
| 3Y | +68.4% | +78.8% | -10.4% | -14.4% |
| 5Y | +179.7% | +75.2% | +104.6% | +42.8% |
| 10Y | +571.2% | +311.1% | +260.1% | +27.5% |
| All | +18,252.7% | +2,728.1% | +15,524.6% | +1,030.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling