+1,397.9%
RXL vs SPY
+659.8%
+738.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.3% |
| 7D | -5.4% | +0.5% | -6.0% | -6.1% |
| 30D | +1.1% | -0.9% | +2.0% | +2.4% |
| 3M | +18.0% | +3.9% | +14.2% | +10.9% |
| 6M | +16.3% | +14.5% | +1.8% | -4.9% |
| YTD | +11.9% | +12.9% | -1.0% | -6.9% |
| 1Y | +40.1% | +19.4% | +20.8% | +7.6% |
| 3Y | +37.8% | +78.5% | -40.6% | -41.7% |
| 5Y | +11.3% | +81.8% | -70.4% | -53.7% |
| 10Y | +264.7% | +311.5% | -46.8% | -47.8% |
| All | +1,397.9% | +659.8% | +738.1% | +6.5% |
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