+211.0%
RSP vs SPYG
+393.2%
-182.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.9% |
| 7D | +2.4% | +2.3% | 0.0% | +0.7% |
| 30D | +4.3% | -6.5% | +10.7% | +9.1% |
| 3M | -0.3% | -6.8% | +6.5% | +4.5% |
| 6M | +9.8% | -3.1% | +13.0% | +11.4% |
| YTD | +16.8% | +8.0% | +8.8% | +8.9% |
| 1Y | +19.5% | +10.2% | +9.3% | +9.5% |
| 3Y | +65.1% | +91.0% | -25.8% | -4.0% |
| 5Y | +48.7% | +67.7% | -19.0% | -5.1% |
| All | +211.0% | +393.2% | -182.2% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling