+486.8%
RZG vs SPY
+772.4%
-285.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +2.1% | +0.5% | +1.5% | +1.5% |
| 30D | -4.8% | -0.9% | -3.9% | -4.0% |
| 3M | +3.5% | +3.9% | -0.3% | -0.2% |
| 6M | +18.4% | +14.5% | +3.9% | +3.9% |
| YTD | +23.1% | +12.9% | +10.2% | +9.6% |
| 1Y | +23.9% | +19.4% | +4.5% | +4.6% |
| 3Y | +64.4% | +78.5% | -14.1% | -5.5% |
| 5Y | +28.3% | +81.8% | -53.5% | -26.8% |
| 10Y | +140.4% | +311.5% | -171.1% | -31.9% |
| All | +486.8% | +772.4% | -285.6% | -7.5% |
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