+54.6%
RTH vs SPY
+72.1%
-17.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | +2.6% | +2.6% | 0.0% | +0.5% |
| 30D | +8.1% | -2.0% | +10.1% | +9.7% |
| 3M | +5.7% | -2.8% | +8.4% | +7.8% |
| 6M | +7.9% | +2.1% | +5.8% | +5.6% |
| YTD | +14.2% | +11.5% | +2.7% | +3.9% |
| 1Y | +14.2% | +13.5% | +0.8% | +2.4% |
| 3Y | +68.5% | +77.7% | -9.2% | +0.6% |
| All | +54.6% | +72.1% | -17.5% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling