+410.2%
SPYG vs RRC
+6.5%
+403.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -1.8% | -1.2% | -0.7% | -1.7% |
| 30D | -1.9% | +3.0% | -4.9% | -2.2% |
| 3M | +5.2% | +7.3% | -2.1% | +4.3% |
| 6M | +15.6% | +3.6% | +12.0% | +14.8% |
| YTD | +12.4% | +19.4% | -7.0% | +9.9% |
| 1Y | +17.5% | +21.4% | -4.0% | +14.4% |
| 3Y | +98.1% | +32.8% | +65.3% | +89.9% |
| 5Y | +84.9% | +152.0% | -67.1% | +64.5% |
| All | +410.2% | +6.5% | +403.7% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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