-59.7%
RXST vs SPY
+81.8%
-141.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.8% |
| 7D | -7.7% | +0.5% | -8.3% | -8.4% |
| 30D | +3.0% | -0.9% | +4.0% | +4.2% |
| 3M | +30.3% | +3.9% | +26.4% | +23.4% |
| 6M | -16.1% | +14.5% | -30.6% | -29.7% |
| YTD | -38.1% | +12.9% | -51.0% | -47.1% |
| 1Y | -27.9% | +19.4% | -47.2% | -42.3% |
| 3Y | -77.8% | +78.5% | -156.2% | -88.7% |
| 5Y | -59.7% | +81.8% | -141.4% | -79.5% |
| All | -59.7% | +81.8% | -141.4% | -79.5% |
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 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