+2,287.0%
RSG vs SPY
+976.8%
+1,310.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.5% | +2.6% | -0.1% | +0.8% |
| 30D | +12.7% | -2.0% | +14.7% | +13.8% |
| 3M | +17.9% | -2.8% | +20.7% | +19.6% |
| 6M | +25.0% | +2.1% | +22.8% | +22.2% |
| YTD | +20.8% | +11.5% | +9.3% | +11.0% |
| 1Y | +24.3% | +13.5% | +10.8% | +12.8% |
| 3Y | +65.3% | +77.7% | -12.4% | +9.1% |
| 5Y | +99.1% | +72.6% | +26.4% | +32.0% |
| 10Y | +452.4% | +308.2% | +144.2% | +101.4% |
| All | +2,287.0% | +976.8% | +1,310.2% | +305.3% |
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