+71.6%
RSST vs SPY
+75.1%
-3.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | +5.3% | +2.6% | +2.7% | +1.8% |
| 30D | -5.8% | -2.0% | -3.8% | -3.3% |
| 3M | -0.6% | -2.8% | +2.2% | +3.1% |
| 6M | -0.2% | +2.1% | -2.3% | -2.9% |
| YTD | +19.0% | +11.5% | +7.6% | +3.4% |
| 1Y | +24.1% | +13.5% | +10.7% | +5.5% |
| 3Y | +76.8% | +77.7% | -0.9% | -7.3% |
| All | +71.6% | +75.1% | -3.5% | -9.2% |
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 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