+233.7%
RSPG vs SPY
+81.0%
+152.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.6% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | +8.2% | -1.4% | +9.6% | +9.2% |
| 3M | +13.4% | +3.7% | +9.7% | +10.0% |
| 6M | +16.6% | +13.0% | +3.6% | +5.6% |
| YTD | +48.3% | +12.4% | +35.9% | +34.6% |
| 1Y | +55.9% | +18.5% | +37.4% | +35.5% |
| 3Y | +59.1% | +77.6% | -18.6% | +0.1% |
| 5Y | +233.7% | +81.7% | +152.0% | +105.4% |
| All | +233.7% | +81.0% | +152.7% | +105.4% |
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 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