+5.4%
RULE vs SPY
+72.9%
-67.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -15.6% | -3.3% | -12.3% | -13.6% |
| 3M | -12.4% | -2.4% | -10.0% | -10.8% |
| 6M | -11.8% | +2.6% | -14.4% | -12.7% |
| YTD | +15.2% | +11.2% | +3.9% | +9.2% |
| 1Y | +15.9% | +13.4% | +2.5% | +8.8% |
| 3Y | +43.8% | +79.9% | -36.1% | +11.9% |
| 5Y | +5.8% | +72.2% | -66.4% | -12.2% |
| All | +5.4% | +72.9% | -67.6% | -12.6% |
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 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