+256.5%
RSPF vs SPY
+701.3%
-444.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.4% | +0.1% | +0.4% | +0.4% |
| 3M | +12.7% | +2.0% | +10.7% | +9.8% |
| 6M | +14.0% | +13.0% | +1.0% | -1.2% |
| YTD | +9.6% | +13.5% | -4.0% | -5.5% |
| 1Y | +10.2% | +20.0% | -9.8% | -10.8% |
| 3Y | +69.6% | +77.2% | -7.6% | -13.0% |
| 5Y | +50.0% | +81.9% | -31.8% | -25.8% |
| 10Y | +220.1% | +314.1% | -94.0% | -38.7% |
| All | +256.5% | +701.3% | -444.8% | -66.4% |
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