+559.2%
SPYG vs RRX
+1,330.6%
-771.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | -1.7% | -8.0% | +6.3% | +1.0% |
| 3M | +3.6% | -25.1% | +28.7% | +12.6% |
| 6M | +16.6% | -18.3% | +34.9% | +21.4% |
| YTD | +13.4% | +14.2% | -0.8% | +4.0% |
| 1Y | +19.6% | +13.0% | +6.5% | +9.3% |
| 3Y | +99.8% | +4.2% | +95.6% | +77.7% |
| 5Y | +85.0% | +17.9% | +67.1% | +53.6% |
| 10Y | +422.1% | +220.4% | +201.7% | +185.5% |
| All | +559.2% | +1,330.6% | -771.4% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling