+3,907.7%
RSG vs SPYG
+559.2%
+3,348.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | +3.7% | -1.7% | +5.3% | +4.5% |
| 3M | +6.2% | +3.6% | +2.5% | +3.7% |
| 6M | -2.8% | +16.6% | -19.4% | -11.0% |
| YTD | +5.9% | +13.4% | -7.5% | -1.9% |
| 1Y | -1.8% | +19.6% | -21.4% | -11.8% |
| 3Y | +57.5% | +99.8% | -42.3% | +5.9% |
| 5Y | +91.1% | +85.0% | +6.1% | +30.9% |
| 10Y | +428.1% | +422.1% | +6.0% | +104.0% |
| All | +3,907.7% | +559.2% | +3,348.5% | +938.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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