+533.7%
SPYG vs RRC
+1,685.0%
-1,151.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +4.2% | +2.5% | +1.7% | +3.8% |
| 30D | -7.4% | +21.1% | -28.5% | -10.2% |
| 3M | -5.3% | +28.4% | -33.7% | -9.0% |
| 6M | -1.2% | +26.5% | -27.6% | -5.1% |
| YTD | +9.0% | +47.0% | -38.0% | +2.0% |
| 1Y | +8.8% | +35.2% | -26.4% | +2.9% |
| 3Y | +92.8% | +61.0% | +31.8% | +75.8% |
| 5Y | +69.3% | +133.6% | -64.3% | +41.3% |
| 10Y | +398.4% | +72.1% | +326.3% | +280.1% |
| All | +533.7% | +1,685.0% | -1,151.2% | +213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling