+266.4%
RTH vs SPY
+311.3%
-44.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.8% |
| 7D | -0.7% | +0.5% | -1.2% | -1.1% |
| 30D | -5.2% | -0.9% | -4.3% | -4.5% |
| 3M | +1.4% | +3.9% | -2.5% | -2.0% |
| 6M | -0.1% | +14.5% | -14.6% | -11.1% |
| YTD | +4.0% | +12.9% | -8.9% | -6.4% |
| 1Y | +3.5% | +19.4% | -15.9% | -11.3% |
| 3Y | +51.7% | +78.5% | -26.8% | -9.2% |
| 5Y | +49.6% | +81.8% | -32.1% | -12.0% |
| 10Y | +266.4% | +311.5% | -45.1% | +2.2% |
| All | +266.4% | +311.3% | -44.9% | +2.2% |
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 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