+98.3%
SPYG vs RRX
+5.4%
+93.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.1% |
| 7D | -0.9% | -0.3% | -0.5% | -0.8% |
| 30D | -1.5% | -6.1% | +4.6% | -0.3% |
| 3M | +3.7% | -23.1% | +26.8% | +8.7% |
| 6M | +16.4% | -19.5% | +36.0% | +19.9% |
| YTD | +13.3% | +16.1% | -2.7% | +6.9% |
| 1Y | +17.9% | +12.9% | +4.9% | +11.4% |
| 3Y | +98.3% | +7.9% | +90.4% | +91.2% |
| All | +98.3% | +5.4% | +93.0% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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