+68.3%
RSF vs SPY
+190.8%
-122.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.3% | +2.6% | -2.9% | -0.8% |
| 30D | +0.9% | -2.0% | +2.8% | +1.2% |
| 3M | +0.2% | -2.8% | +2.9% | +0.6% |
| 6M | +2.6% | +2.1% | +0.4% | +2.0% |
| YTD | +8.8% | +11.5% | -2.7% | +6.4% |
| 1Y | +9.0% | +13.5% | -4.4% | +6.2% |
| 3Y | +30.8% | +77.7% | -46.9% | +15.9% |
| 5Y | +26.6% | +72.6% | -46.0% | +12.0% |
| All | +68.3% | +190.8% | -122.5% | +32.9% |
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