+53.7%
RSPS vs SPY
+318.9%
-265.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -3.5% | -2.0% | -1.5% | -2.5% |
| 30D | -2.7% | -1.7% | -1.0% | -1.9% |
| 3M | -1.4% | +4.7% | -6.1% | -3.9% |
| 6M | -2.8% | +12.5% | -15.3% | -8.9% |
| YTD | +5.1% | +11.7% | -6.7% | -1.3% |
| 1Y | +3.4% | +17.5% | -14.0% | -5.6% |
| 3Y | +3.4% | +76.6% | -73.1% | -26.4% |
| 5Y | +7.5% | +82.0% | -74.5% | -26.0% |
| All | +53.7% | +318.9% | -265.2% | -39.3% |
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