-36.8%
RSSS vs SPY
+11.8%
-48.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +6.6% | +3.3% | +3.3% | +5.1% |
| 30D | -1.5% | -2.7% | +1.2% | -0.4% |
| 3M | -13.0% | -1.7% | -11.3% | -12.4% |
| 6M | -26.2% | +3.1% | -29.3% | -27.4% |
| YTD | -34.0% | +11.9% | -45.9% | -38.5% |
| 1Y | -36.8% | +12.0% | -48.8% | -41.4% |
| All | -36.8% | +11.8% | -48.6% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling