+20.8%
RULE vs SPY
+75.5%
-54.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +3.0% | +0.5% | +2.4% | +2.6% |
| 30D | +0.5% | -0.9% | +1.4% | +1.1% |
| 3M | -3.9% | +3.9% | -7.8% | -5.9% |
| 6M | +26.4% | +14.5% | +11.9% | +17.4% |
| YTD | +32.1% | +12.9% | +19.2% | +23.7% |
| 1Y | +34.4% | +19.4% | +15.0% | +22.5% |
| 3Y | +57.1% | +78.5% | -21.3% | +21.6% |
| All | +20.8% | +75.5% | -54.7% | -0.9% |
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