+33.7%
RULE vs SPY
+18.8%
+14.9%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.4% |
| 7D | +1.9% | -0.4% | +2.3% | +2.5% |
| 30D | +0.3% | -1.4% | +1.6% | +2.5% |
| 3M | -2.6% | +3.7% | -6.3% | -8.0% |
| 6M | +23.7% | +13.0% | +10.7% | +4.7% |
| YTD | +31.6% | +12.4% | +19.2% | +12.3% |
| 1Y | +33.7% | +18.5% | +15.1% | +6.5% |
| All | +33.7% | +18.8% | +14.9% | +6.5% |
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