-83.4%
RXT vs SPY
+147.2%
-230.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +2.8% |
| 7D | +15.5% | +0.1% | +15.4% | +16.8% |
| 30D | -30.3% | -3.3% | -26.9% | -23.8% |
| 3M | -44.5% | -2.4% | -42.1% | -39.9% |
| 6M | -50.5% | +2.6% | -53.0% | -50.7% |
| YTD | +180.1% | +11.2% | +168.9% | +141.8% |
| 1Y | +119.4% | +13.4% | +106.0% | +82.4% |
| 3Y | +106.8% | +79.9% | +26.9% | -23.9% |
| 5Y | -81.5% | +72.2% | -153.7% | -92.9% |
| All | -83.4% | +147.2% | -230.6% | -94.1% |
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