+255.3%
RSPF vs SPY
+685.0%
-429.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | -1.1% |
| 7D | +0.8% | +0.1% | +0.8% | +0.6% |
| 30D | +7.2% | -3.3% | +10.5% | +11.0% |
| 3M | +0.7% | -2.4% | +3.1% | +3.2% |
| 6M | +13.4% | +2.6% | +10.9% | +9.4% |
| YTD | +9.2% | +11.2% | -2.1% | -4.0% |
| 1Y | +14.4% | +13.4% | +1.1% | -1.6% |
| 3Y | +74.3% | +79.9% | -5.6% | -12.4% |
| 5Y | +41.8% | +72.2% | -30.4% | -25.6% |
| 10Y | +205.8% | +307.3% | -101.5% | -40.5% |
| All | +255.3% | +685.0% | -429.8% | -65.9% |
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