+522.6%
RUSHA vs SPY
+307.0%
+215.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +2.5% | +2.6% | -0.1% | 0.0% |
| 30D | +3.5% | -2.0% | +5.4% | +5.3% |
| 3M | -17.4% | -2.8% | -14.6% | -15.2% |
| 6M | -2.8% | +2.1% | -4.9% | -5.1% |
| YTD | +27.0% | +11.5% | +15.5% | +13.7% |
| 1Y | +42.4% | +13.5% | +28.9% | +25.4% |
| 3Y | +86.0% | +77.7% | +8.3% | +6.5% |
| 5Y | +104.5% | +72.6% | +31.9% | +19.7% |
| All | +522.6% | +307.0% | +215.6% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling