+680.3%
RUSHA vs SPY
+318.9%
+361.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | -3.6% | -2.0% | -1.6% | -1.7% |
| 30D | -11.2% | -1.7% | -9.5% | -9.6% |
| 3M | +7.0% | +4.7% | +2.2% | +2.2% |
| 6M | +12.5% | +12.5% | 0.0% | +0.2% |
| YTD | +35.1% | +11.7% | +23.4% | +21.0% |
| 1Y | +29.0% | +17.5% | +11.5% | +9.7% |
| 3Y | +90.6% | +76.6% | +14.1% | +9.8% |
| 5Y | +181.2% | +82.0% | +99.2% | +55.5% |
| All | +680.3% | +318.9% | +361.4% | +58.8% |
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