+18.0%
RSSS vs SPY
+743.8%
-725.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | +0.9% | +0.1% | +0.9% | +0.9% |
| 3M | -0.9% | +2.0% | -2.9% | -1.5% |
| 6M | -5.5% | +13.0% | -18.5% | -8.6% |
| YTD | -24.1% | +13.5% | -37.7% | -26.8% |
| 1Y | -32.4% | +20.0% | -52.4% | -35.7% |
| 3Y | -2.2% | +77.2% | -79.4% | -16.0% |
| 5Y | -15.8% | +81.9% | -97.7% | -28.8% |
| 10Y | +112.4% | +314.1% | -201.7% | +32.5% |
| All | +18.0% | +743.8% | -725.8% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling