+104.0%
RUSHA vs SPY
+74.0%
+29.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -0.3% | +3.3% | -3.6% | -3.1% |
| 30D | +1.6% | -2.7% | +4.3% | +3.9% |
| 3M | -15.7% | -1.7% | -14.0% | -14.5% |
| 6M | -5.6% | +3.1% | -8.7% | -8.4% |
| YTD | +26.7% | +11.9% | +14.8% | +14.1% |
| 1Y | +38.5% | +12.0% | +26.5% | +24.7% |
| 3Y | +85.1% | +78.2% | +6.9% | +12.3% |
| 5Y | +104.0% | +73.2% | +30.7% | +25.0% |
| All | +104.0% | +74.0% | +29.9% | +25.0% |
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