+314.7%
SPY vs RSG
+428.9%
-114.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -1.1% | +4.0% | -5.0% | -3.0% |
| 3M | +3.9% | +7.4% | -3.5% | -0.4% |
| 6M | +13.6% | +0.1% | +13.5% | +12.5% |
| YTD | +12.7% | +6.0% | +6.7% | +7.8% |
| 1Y | +17.5% | -3.0% | +20.5% | +17.8% |
| 3Y | +76.9% | +56.5% | +20.4% | +30.8% |
| 5Y | +83.6% | +90.9% | -7.3% | +17.6% |
| All | +314.7% | +428.9% | -114.2% | +53.5% |
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