-80.5%
RXT vs SPY
+152.3%
-232.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -32.8% | +0.1% | -32.9% | -32.6% |
| 3M | -42.9% | +2.0% | -44.9% | -44.5% |
| 6M | +31.8% | +13.0% | +18.8% | +6.7% |
| YTD | +228.5% | +13.5% | +215.0% | +165.1% |
| 1Y | +145.4% | +20.0% | +125.4% | +79.2% |
| 3Y | +20.4% | +77.2% | -56.8% | -55.7% |
| 5Y | -77.8% | +81.9% | -159.6% | -92.2% |
| All | -80.5% | +152.3% | -232.8% | -93.5% |
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