-77.7%
RXT vs SPY
+81.8%
-159.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.4% |
| 7D | +7.7% | +0.5% | +7.1% | +6.6% |
| 30D | -34.1% | -0.9% | -33.1% | -32.4% |
| 3M | -28.4% | +3.9% | -32.3% | -33.8% |
| 6M | +56.0% | +14.5% | +41.5% | +19.7% |
| YTD | +232.6% | +12.9% | +219.7% | +165.2% |
| 1Y | +122.8% | +19.4% | +103.4% | +58.8% |
| 3Y | +72.3% | +78.5% | -6.2% | -46.2% |
| 5Y | -77.7% | +81.8% | -159.5% | -92.9% |
| All | -77.7% | +81.8% | -159.5% | -92.9% |
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