+84.7%
RSSS vs SPY
+304.1%
-219.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -9.5% | -3.7% | -5.8% | -8.8% |
| 3M | -16.2% | -2.7% | -13.5% | -15.7% |
| 6M | -30.4% | +2.2% | -32.6% | -30.7% |
| YTD | -38.4% | +10.8% | -49.3% | -39.7% |
| 1Y | -42.0% | +11.2% | -53.2% | -43.2% |
| 3Y | -22.6% | +76.5% | -99.1% | -30.0% |
| 5Y | -29.8% | +72.9% | -102.8% | -36.9% |
| 10Y | +84.7% | +304.8% | -220.1% | +17.6% |
| All | +84.7% | +304.1% | -219.4% | +17.6% |
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