+221.1%
RSPF vs SPY
+314.4%
-93.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.4% |
| 7D | +0.1% | +0.5% | -0.5% | -0.5% |
| 30D | -0.9% | -0.9% | 0.0% | +0.1% |
| 3M | +11.3% | +3.9% | +7.4% | +6.6% |
| 6M | +14.2% | +14.5% | -0.3% | -1.4% |
| YTD | +7.4% | +12.9% | -5.5% | -5.9% |
| 1Y | +9.5% | +19.4% | -9.8% | -9.7% |
| 3Y | +69.1% | +78.5% | -9.3% | -10.6% |
| 5Y | +48.5% | +81.8% | -33.2% | -23.4% |
| All | +221.1% | +314.4% | -93.3% | -37.6% |
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