+86.6%
SPYG vs RRX
+17.8%
+68.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.2% |
| 7D | -0.9% | -0.3% | -0.5% | -0.8% |
| 30D | -1.5% | -6.1% | +4.6% | +0.1% |
| 3M | +3.7% | -23.1% | +26.8% | +10.2% |
| 6M | +16.4% | -19.5% | +36.0% | +20.8% |
| YTD | +13.3% | +16.1% | -2.7% | +4.5% |
| 1Y | +17.9% | +12.9% | +4.9% | +8.9% |
| 3Y | +98.3% | +7.9% | +90.4% | +78.4% |
| All | +86.6% | +17.8% | +68.8% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling