+114.9%
RSPD vs SPY
+308.5%
-193.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -1.2% | +3.3% | -4.4% | -4.5% |
| 30D | +8.3% | -2.7% | +11.0% | +11.3% |
| 3M | -1.1% | -1.7% | +0.6% | +0.5% |
| 6M | +9.2% | +3.1% | +6.1% | +5.2% |
| YTD | +0.9% | +11.9% | -10.9% | -10.9% |
| 1Y | +3.5% | +12.0% | -8.5% | -8.7% |
| 3Y | +43.7% | +78.2% | -34.5% | -23.7% |
| 5Y | +13.6% | +73.2% | -59.7% | -37.4% |
| All | +114.9% | +308.5% | -193.6% | -51.1% |
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