+98.4%
SPYG vs RRC
+31.0%
+67.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.3% | -1.7% | +2.1% | +0.6% |
| 30D | -1.7% | +3.6% | -5.3% | -2.2% |
| 3M | +3.6% | +8.8% | -5.2% | +2.2% |
| 6M | +16.6% | +0.8% | +15.8% | +15.9% |
| YTD | +13.4% | +19.0% | -5.6% | +8.9% |
| 1Y | +19.6% | +22.9% | -3.3% | +13.4% |
| All | +98.4% | +31.0% | +67.4% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling