+1,142.0%
RSP vs SPYG
+1,447.6%
-305.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | +1.8% | +4.2% | -2.4% | -2.0% |
| 30D | +3.5% | -7.4% | +10.9% | +10.5% |
| 3M | +0.2% | -5.3% | +5.5% | +4.7% |
| 6M | +9.1% | -1.2% | +10.3% | +8.9% |
| YTD | +16.6% | +9.0% | +7.6% | +5.7% |
| 1Y | +17.9% | +8.8% | +9.1% | +6.9% |
| 3Y | +64.6% | +92.8% | -28.2% | -16.1% |
| 5Y | +48.4% | +69.3% | -20.9% | -16.3% |
| 10Y | +212.9% | +398.4% | -185.5% | -45.0% |
| All | +1,142.0% | +1,447.6% | -305.6% | -33.8% |
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