+61.6%
RSPC vs SPY
+212.0%
-150.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +2.3% | +0.1% | +2.3% | +2.3% |
| 3M | +0.5% | +2.0% | -1.5% | -1.5% |
| 6M | -5.8% | +13.0% | -18.8% | -15.7% |
| YTD | -6.5% | +13.5% | -20.1% | -16.8% |
| 1Y | -4.0% | +20.0% | -23.9% | -18.7% |
| 3Y | +39.3% | +77.2% | -37.9% | -18.3% |
| 5Y | 0.0% | +81.9% | -81.9% | -42.9% |
| All | +61.6% | +212.0% | -150.4% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling