-82.8%
RXT vs SPY
+67.4%
-150.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +5.6% |
| 7D | -3.4% | -2.7% | -0.7% | +3.9% |
| 30D | -34.3% | -5.4% | -28.9% | -24.0% |
| 3M | -47.5% | -4.1% | -43.4% | -40.5% |
| 6M | +11.5% | +0.7% | +10.7% | +15.5% |
| YTD | +160.6% | +8.7% | +151.9% | +131.6% |
| 1Y | +73.3% | +10.9% | +62.4% | +47.3% |
| 3Y | +80.7% | +75.0% | +5.7% | -40.7% |
| All | -82.8% | +67.4% | -150.2% | -93.9% |
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