-83.6%
RXT vs SPY
+146.3%
-229.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.7% |
| 7D | -0.2% | -0.6% | +0.4% | +2.2% |
| 30D | -31.3% | -3.7% | -27.6% | -24.3% |
| 3M | -43.3% | -2.7% | -40.6% | -38.2% |
| 6M | -51.2% | +2.2% | -53.4% | -51.0% |
| YTD | +176.0% | +10.8% | +165.2% | +140.0% |
| 1Y | +122.4% | +11.2% | +111.2% | +92.0% |
| 3Y | +112.7% | +76.5% | +36.2% | -18.7% |
| 5Y | -81.3% | +72.9% | -154.3% | -92.8% |
| All | -83.6% | +146.3% | -229.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling