+0.8%
RSBT vs SPY
+93.9%
-93.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.1% | +0.5% | -0.5% | -0.1% |
| 30D | +2.4% | -0.9% | +3.3% | +2.7% |
| 3M | 0.0% | +3.9% | -3.9% | -1.4% |
| 6M | -0.1% | +14.5% | -14.7% | -4.7% |
| YTD | +6.8% | +12.9% | -6.1% | +2.4% |
| 1Y | +17.3% | +19.4% | -2.1% | +10.5% |
| 3Y | +13.3% | +78.5% | -65.1% | -5.9% |
| All | +0.8% | +93.9% | -93.1% | -18.1% |
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