+1,127.7%
RSP vs SPYG
+1,523.6%
-395.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.8% | +0.4% | -1.1% | -1.1% |
| 30D | -0.3% | -0.4% | +0.1% | 0.0% |
| 3M | +4.3% | +0.5% | +3.7% | +3.1% |
| 6M | +8.8% | +17.5% | -8.6% | -7.1% |
| YTD | +15.3% | +14.3% | +0.9% | +0.6% |
| 1Y | +18.3% | +21.7% | -3.4% | -3.0% |
| 3Y | +52.8% | +98.6% | -45.8% | -23.8% |
| 5Y | +51.7% | +85.1% | -33.4% | -21.2% |
| 10Y | +208.5% | +412.0% | -203.6% | -46.6% |
| All | +1,127.7% | +1,523.6% | -395.9% | -37.0% |
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