-25.7%
RTYY vs SPY
+9.0%
-34.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | +3.9% | -2.7% | +6.6% | +5.9% |
| 30D | -3.8% | -5.4% | +1.6% | +0.5% |
| 3M | -13.8% | -4.1% | -9.8% | -11.1% |
| 6M | -17.1% | +0.7% | -17.8% | -18.8% |
| YTD | -13.8% | +8.7% | -22.5% | -22.3% |
| All | -25.7% | +9.0% | -34.7% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling