+62.6%
RSI vs SPY
+82.3%
-19.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -1.1% |
| 7D | -0.9% | -0.8% | -0.2% | +0.3% |
| 30D | +8.9% | -1.1% | +9.9% | +10.8% |
| 3M | -9.8% | +3.9% | -13.7% | -16.0% |
| 6M | +25.4% | +13.6% | +11.8% | -0.7% |
| YTD | +36.0% | +12.7% | +23.4% | +9.3% |
| 1Y | +22.6% | +17.5% | +5.1% | -8.8% |
| 3Y | +411.2% | +76.9% | +334.3% | +80.2% |
| All | +62.6% | +82.3% | -19.6% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling