+1,317.6%
RSPT vs SPY
+686.8%
+630.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | +4.6% | +2.6% | +2.1% | +2.0% |
| 30D | -7.8% | -2.0% | -5.9% | -5.7% |
| 3M | -9.7% | -2.8% | -6.9% | -6.7% |
| 6M | +3.2% | +2.1% | +1.0% | +1.8% |
| YTD | +32.4% | +11.5% | +20.9% | +20.1% |
| 1Y | +35.3% | +13.5% | +21.9% | +20.8% |
| 3Y | +113.6% | +77.7% | +35.9% | +24.6% |
| 5Y | +93.3% | +72.6% | +20.7% | +18.0% |
| 10Y | +511.4% | +308.2% | +203.2% | +78.1% |
| All | +1,317.6% | +686.8% | +630.8% | +152.4% |
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