+139.8%
RSPU vs SPY
+318.9%
-179.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -1.1% | -2.0% | +0.9% | +0.1% |
| 30D | -2.7% | -1.7% | -1.1% | -1.8% |
| 3M | -3.7% | +4.7% | -8.4% | -6.5% |
| 6M | -7.1% | +12.5% | -19.6% | -13.9% |
| YTD | +2.0% | +11.7% | -9.8% | -5.3% |
| 1Y | +4.0% | +17.5% | -13.5% | -6.5% |
| 3Y | +52.4% | +76.6% | -24.2% | +3.5% |
| 5Y | +55.1% | +82.0% | -26.9% | +1.5% |
| All | +139.8% | +318.9% | -179.1% | -11.2% |
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