-16.9%
RTYY vs SPY
+13.3%
-30.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.6% |
| 7D | +2.5% | +0.5% | +1.9% | +2.0% |
| 30D | -3.2% | -0.9% | -2.2% | -2.3% |
| 3M | -8.7% | +3.9% | -12.6% | -12.2% |
| 6M | -3.9% | +14.5% | -18.4% | -17.0% |
| YTD | -3.6% | +12.9% | -16.5% | -15.6% |
| All | -16.9% | +13.3% | -30.2% | -27.6% |
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