+1,984.4%
RSG vs SPY
+990.6%
+993.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.1% |
| 7D | -0.7% | +0.5% | -1.3% | -1.1% |
| 30D | +3.3% | -0.9% | +4.2% | +3.9% |
| 3M | +8.5% | +3.9% | +4.6% | +5.4% |
| 6M | -3.5% | +14.5% | -18.0% | -12.4% |
| YTD | +5.5% | +12.9% | -7.4% | -3.4% |
| 1Y | -1.7% | +19.4% | -21.1% | -13.5% |
| 3Y | +56.9% | +78.5% | -21.6% | +3.7% |
| 5Y | +89.4% | +81.8% | +7.6% | +21.7% |
| 10Y | +412.5% | +311.5% | +101.0% | +86.6% |
| All | +1,984.4% | +990.6% | +993.7% | +252.4% |
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