+58.3%
RSPC vs SPY
+207.5%
-149.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.6% |
| 7D | +2.3% | +3.3% | -1.0% | -0.5% |
| 30D | +3.5% | -2.7% | +6.2% | +5.8% |
| 3M | -0.5% | -1.7% | +1.2% | +0.8% |
| 6M | -4.0% | +3.1% | -7.1% | -6.9% |
| YTD | -8.4% | +11.9% | -20.3% | -17.6% |
| 1Y | -6.0% | +12.0% | -17.9% | -15.5% |
| 3Y | +39.8% | +78.2% | -38.3% | -18.7% |
| 5Y | +1.0% | +73.2% | -72.2% | -39.9% |
| All | +58.3% | +207.5% | -149.1% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling