+564.9%
SPYG vs RRC
+1,353.4%
-788.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | -0.4% | +10.1% | -10.6% | -1.9% |
| 3M | +0.5% | +4.0% | -3.5% | -0.3% |
| 6M | +17.5% | +1.6% | +15.9% | +16.6% |
| YTD | +14.3% | +19.7% | -5.4% | +10.6% |
| 1Y | +21.7% | +21.4% | +0.3% | +17.2% |
| 3Y | +98.6% | +29.7% | +69.0% | +87.2% |
| 5Y | +85.1% | +153.9% | -68.8% | +52.4% |
| 10Y | +412.0% | +10.8% | +401.2% | +320.3% |
| All | +564.9% | +1,353.4% | -788.5% | +240.3% |
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