+6.6%
RULE vs SPY
+74.6%
-67.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +0.9% |
| 7D | -2.6% | -0.9% | -1.7% | -1.9% |
| 30D | -14.0% | -2.4% | -11.6% | -12.5% |
| 3M | -11.1% | -1.2% | -9.9% | -10.2% |
| 6M | -13.0% | +3.3% | -16.3% | -14.3% |
| YTD | +16.5% | +12.3% | +4.3% | +9.8% |
| 1Y | +15.5% | +12.4% | +3.1% | +8.8% |
| 3Y | +43.4% | +78.8% | -35.4% | +11.4% |
| 5Y | +7.7% | +75.2% | -67.5% | -11.6% |
| All | +6.6% | +74.6% | -67.9% | -12.1% |
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