+74.1%
RAFE vs SPY
+74.6%
-0.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.4% |
| 7D | -0.8% | -0.9% | +0.1% | -0.1% |
| 30D | +3.6% | -2.4% | +5.9% | +5.5% |
| 3M | +4.3% | -1.2% | +5.4% | +5.2% |
| 6M | +14.9% | +3.3% | +11.6% | +11.6% |
| YTD | +24.4% | +12.3% | +12.1% | +12.9% |
| 1Y | +27.1% | +12.4% | +14.7% | +15.2% |
| 3Y | +83.4% | +78.8% | +4.6% | +12.6% |
| 5Y | +74.1% | +75.2% | -1.1% | +7.5% |
| All | +74.1% | +74.6% | -0.6% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling