+252.8%
SPOT vs RSG
+281.6%
-28.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +7.4% | +4.0% | +3.4% | +6.1% |
| 3M | +8.2% | +7.4% | +0.8% | +5.7% |
| 6M | +2.2% | +0.1% | +2.1% | +1.9% |
| YTD | -9.5% | +6.0% | -15.5% | -11.4% |
| 1Y | -23.8% | -3.0% | -20.9% | -23.4% |
| 3Y | +233.5% | +56.5% | +177.0% | +184.8% |
| 5Y | +112.2% | +90.9% | +21.3% | +68.4% |
| All | +252.8% | +281.6% | -28.8% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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