+715.4%
RSPN vs SPY
+701.3%
+14.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -5.9% | +0.1% | -5.9% | -5.9% |
| 3M | -0.4% | +2.0% | -2.4% | -2.1% |
| 6M | -2.4% | +13.0% | -15.4% | -12.2% |
| YTD | +8.6% | +13.5% | -5.0% | -2.7% |
| 1Y | +10.8% | +20.0% | -9.2% | -5.3% |
| 3Y | +53.5% | +77.2% | -23.7% | -6.2% |
| 5Y | +65.6% | +81.9% | -16.3% | -1.1% |
| 10Y | +263.3% | +314.1% | -50.8% | +13.1% |
| All | +715.4% | +701.3% | +14.1% | +64.8% |
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