+991.3%
SPY vs RSG
+2,015.2%
-1,024.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +0.1% | +7.6% | -7.5% | -2.1% |
| 3M | +2.0% | +7.4% | -5.4% | -0.5% |
| 6M | +13.0% | -3.3% | +16.3% | +13.5% |
| YTD | +13.5% | +6.0% | +7.5% | +10.8% |
| 1Y | +20.0% | -3.7% | +23.6% | +20.3% |
| 3Y | +77.2% | +59.1% | +18.1% | +51.8% |
| 5Y | +81.9% | +89.0% | -7.1% | +47.5% |
| 10Y | +314.1% | +412.5% | -98.4% | +155.7% |
| All | +991.3% | +2,015.2% | -1,024.0% | +396.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling