+98.1%
RSSS vs SPY
+312.5%
-214.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | -2.7% | -0.4% | -2.4% | -2.7% |
| 30D | -0.9% | -1.4% | +0.4% | -0.6% |
| 3M | -3.2% | +3.7% | -6.9% | -3.9% |
| 6M | -8.9% | +13.0% | -21.9% | -11.1% |
| YTD | -27.2% | +12.4% | -39.6% | -28.9% |
| 1Y | -33.5% | +18.5% | -52.1% | -35.7% |
| 3Y | -10.1% | +77.6% | -87.7% | -18.8% |
| 5Y | -19.5% | +81.7% | -101.2% | -28.1% |
| 10Y | +98.1% | +319.7% | -221.5% | +45.2% |
| All | +98.1% | +312.5% | -214.4% | +45.2% |
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