+10.2%
SPYG vs RRC
+36.3%
-26.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +2.3% | +6.4% | -4.0% | +2.7% |
| 30D | -6.5% | +23.9% | -30.3% | -4.4% |
| 3M | -6.8% | +30.2% | -37.0% | -4.2% |
| 6M | -3.1% | +26.3% | -29.4% | -0.3% |
| YTD | +8.0% | +48.1% | -40.1% | +10.5% |
| 1Y | +10.2% | +37.7% | -27.4% | +13.6% |
| All | +10.2% | +36.3% | -26.0% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling