+728.3%
RSPH vs SPY
+701.3%
+27.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +6.3% | +0.1% | +6.2% | +6.2% |
| 3M | +18.3% | +2.0% | +16.3% | +16.3% |
| 6M | +14.8% | +13.0% | +1.8% | +4.4% |
| YTD | +18.0% | +13.5% | +4.5% | +6.9% |
| 1Y | +28.8% | +20.0% | +8.9% | +11.9% |
| 3Y | +31.5% | +77.2% | -45.7% | -15.9% |
| 5Y | +20.7% | +81.9% | -61.2% | -24.8% |
| 10Y | +155.5% | +314.1% | -158.6% | -13.2% |
| All | +728.3% | +701.3% | +27.0% | +73.4% |
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