+578.3%
RSPT vs SPY
+322.5%
+255.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +1.5% |
| 7D | +1.0% | -0.8% | +1.7% | +1.9% |
| 30D | -1.2% | -1.1% | -0.1% | +0.2% |
| 3M | +4.8% | +3.9% | +0.9% | +0.3% |
| 6M | +39.6% | +13.6% | +26.0% | +20.1% |
| YTD | +42.5% | +12.7% | +29.9% | +24.2% |
| 1Y | +50.9% | +17.5% | +33.4% | +25.3% |
| 3Y | +123.9% | +76.9% | +47.0% | +14.9% |
| 5Y | +121.1% | +83.6% | +37.5% | +10.1% |
| All | +578.3% | +322.5% | +255.8% | +32.0% |
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