+140.6%
RZG vs SPY
+322.5%
-181.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.5% |
| 7D | -2.2% | -0.8% | -1.5% | -1.4% |
| 30D | -6.3% | -1.1% | -5.3% | -5.2% |
| 3M | -2.4% | +3.9% | -6.3% | -6.6% |
| 6M | +15.2% | +13.6% | +1.6% | -0.4% |
| YTD | +20.8% | +12.7% | +8.2% | +5.5% |
| 1Y | +20.1% | +17.5% | +2.6% | -0.1% |
| 3Y | +61.2% | +76.9% | -15.7% | -16.5% |
| 5Y | +26.5% | +83.6% | -57.0% | -36.7% |
| All | +140.6% | +322.5% | -181.8% | -54.9% |
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 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