+126.1%
RAFE vs SPY
+162.8%
-36.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | +0.1% | -1.4% | +1.5% | +1.3% |
| 3M | +6.4% | +3.7% | +2.7% | +3.0% |
| 6M | +18.2% | +13.0% | +5.2% | +6.2% |
| YTD | +19.6% | +12.4% | +7.2% | +7.9% |
| 1Y | +27.7% | +18.5% | +9.1% | +10.0% |
| 3Y | +75.1% | +77.6% | -2.5% | +5.3% |
| 5Y | +75.9% | +81.7% | -5.7% | +3.1% |
| All | +126.1% | +162.8% | -36.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling