+38.0%
RSSX vs SPY
+31.6%
+6.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | -0.4% |
| 7D | -3.2% | -0.8% | -2.5% | -1.8% |
| 30D | +4.9% | -1.1% | +5.9% | +7.1% |
| 3M | +12.5% | +3.9% | +8.7% | +5.0% |
| 6M | +1.9% | +13.6% | -11.7% | -18.6% |
| YTD | +6.3% | +12.7% | -6.3% | -13.5% |
| 1Y | +14.6% | +17.5% | -2.9% | -11.3% |
| All | +38.0% | +31.6% | +6.4% | -5.1% |
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 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