+723.4%
RSPN vs SPY
+689.7%
+33.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | +3.1% | +3.3% | -0.2% | +0.3% |
| 30D | +4.8% | -2.7% | +7.5% | +7.2% |
| 3M | -4.5% | -1.7% | -2.8% | -3.1% |
| 6M | +2.4% | +3.1% | -0.6% | -0.3% |
| YTD | +9.7% | +11.9% | -2.2% | -0.6% |
| 1Y | +11.2% | +12.0% | -0.7% | +0.8% |
| 3Y | +65.0% | +78.2% | -13.1% | +0.3% |
| 5Y | +62.6% | +73.2% | -10.6% | +1.1% |
| 10Y | +255.5% | +309.6% | -54.1% | +11.6% |
| All | +723.4% | +689.7% | +33.8% | +68.4% |
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