+50.4%
RSP vs SPYG
+71.0%
-20.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.2% |
| 7D | -0.3% | -1.5% | +1.2% | +0.5% |
| 30D | +4.4% | -7.2% | +11.6% | +8.9% |
| 3M | +1.3% | -4.6% | +5.9% | +3.9% |
| 6M | +10.0% | -1.2% | +11.2% | +10.0% |
| YTD | +17.6% | +9.3% | +8.3% | +10.2% |
| 1Y | +19.2% | +8.8% | +10.4% | +11.9% |
| 3Y | +66.0% | +93.3% | -27.3% | +4.1% |
| 5Y | +50.4% | +71.7% | -21.3% | -1.6% |
| All | +50.4% | +71.0% | -20.5% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling