-24.6%
RTYY vs SPY
+12.6%
-37.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.8% |
| 7D | +2.6% | -0.9% | +3.5% | +3.2% |
| 30D | +0.2% | -2.4% | +2.5% | +2.1% |
| 3M | -11.8% | -1.2% | -10.6% | -11.1% |
| 6M | -17.7% | +3.3% | -21.0% | -20.8% |
| YTD | -12.6% | +12.3% | -24.8% | -23.2% |
| All | -24.6% | +12.6% | -37.2% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling