+397.5%
SPYG vs RRC
+73.1%
+324.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +2.3% | +6.4% | -4.0% | +1.7% |
| 30D | -6.5% | +23.9% | -30.3% | -8.6% |
| 3M | -6.8% | +30.2% | -37.0% | -9.5% |
| 6M | -3.1% | +26.3% | -29.4% | -5.8% |
| YTD | +8.0% | +48.1% | -40.1% | +3.1% |
| 1Y | +10.2% | +37.7% | -27.4% | +5.9% |
| 3Y | +91.0% | +60.3% | +30.7% | +79.5% |
| 5Y | +67.7% | +135.3% | -67.5% | +49.5% |
| All | +397.5% | +73.1% | +324.4% | +292.5% |
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