+41.7%
RUSC vs SPY
+31.5%
+10.2%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | -0.7% | -0.4% | -0.4% | -0.3% |
| 30D | -2.9% | -1.4% | -1.5% | -1.3% |
| 3M | +2.5% | +3.7% | -1.2% | -1.9% |
| 6M | +15.2% | +13.0% | +2.2% | -0.7% |
| YTD | +20.6% | +12.4% | +8.2% | +4.6% |
| 1Y | +24.6% | +18.5% | +6.1% | +0.8% |
| All | +41.7% | +31.5% | +10.2% | +1.0% |
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