-80.3%
RXT vs SPY
+150.9%
-231.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.3% |
| 7D | +7.7% | +0.5% | +7.1% | +6.7% |
| 30D | -34.1% | -0.9% | -33.1% | -32.5% |
| 3M | -28.4% | +3.9% | -32.3% | -33.3% |
| 6M | +56.0% | +14.5% | +41.5% | +22.8% |
| YTD | +232.6% | +12.9% | +219.7% | +171.3% |
| 1Y | +122.8% | +19.4% | +103.4% | +64.3% |
| 3Y | +72.3% | +78.5% | -6.2% | -37.6% |
| 5Y | -77.7% | +81.8% | -159.5% | -92.1% |
| All | -80.3% | +150.9% | -231.2% | -93.4% |
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