+16.3%
RSPD vs SPY
+81.8%
-65.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -1.4% | +0.5% | -2.0% | -2.0% |
| 30D | -7.0% | -0.9% | -6.1% | -6.1% |
| 3M | +0.5% | +3.9% | -3.4% | -3.7% |
| 6M | -2.7% | +14.5% | -17.2% | -16.1% |
| YTD | -3.9% | +12.9% | -16.8% | -15.9% |
| 1Y | -6.9% | +19.4% | -26.2% | -23.4% |
| 3Y | +27.1% | +78.5% | -51.4% | -33.8% |
| 5Y | +16.3% | +81.8% | -65.4% | -40.0% |
| All | +16.3% | +81.8% | -65.4% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling