+35.8%
RSSL vs SPY
+42.2%
-6.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -0.1% |
| 7D | -4.8% | -4.7% | -0.1% | +0.4% |
| 30D | -3.9% | -5.9% | +2.0% | +2.7% |
| 3M | -9.6% | -4.5% | -5.0% | -4.9% |
| 6M | -3.7% | +1.8% | -5.5% | -5.6% |
| YTD | +10.6% | +8.3% | +2.2% | +1.4% |
| 1Y | +11.6% | +9.3% | +2.3% | +1.4% |
| All | +35.8% | +42.2% | -6.4% | -4.1% |
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