+149.6%
RSPG vs SPY
+318.9%
-169.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -0.4% | -2.0% | +1.6% | +1.8% |
| 30D | +5.9% | -1.7% | +7.5% | +7.7% |
| 3M | +10.8% | +4.7% | +6.1% | +4.7% |
| 6M | +17.2% | +12.5% | +4.7% | +1.3% |
| YTD | +47.1% | +11.7% | +35.3% | +27.9% |
| 1Y | +51.4% | +17.5% | +33.9% | +24.0% |
| 3Y | +57.8% | +76.6% | -18.8% | -20.6% |
| 5Y | +231.0% | +82.0% | +149.0% | +56.7% |
| All | +149.6% | +318.9% | -169.2% | -57.1% |
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