+74.1%
RSST vs SPY
+78.3%
-4.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +2.8% | +0.1% | +2.8% | +2.7% |
| 3M | -0.8% | +2.0% | -2.8% | -3.2% |
| 6M | +13.2% | +13.0% | +0.2% | -3.6% |
| YTD | +20.8% | +13.5% | +7.3% | +2.5% |
| 1Y | +40.6% | +20.0% | +20.6% | +11.6% |
| All | +74.1% | +78.3% | -4.2% | -10.0% |
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