+44.4%
REAX vs SPY
+112.7%
-68.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.8% |
| 7D | -23.2% | -0.6% | -22.6% | -22.4% |
| 30D | -25.2% | -3.7% | -21.6% | -22.2% |
| 3M | -45.3% | -2.7% | -42.6% | -43.6% |
| 6M | -42.6% | +2.2% | -44.8% | -43.5% |
| YTD | -67.9% | +10.8% | -78.8% | -70.6% |
| 1Y | -68.8% | +11.2% | -80.0% | -71.5% |
| 3Y | -20.4% | +76.5% | -96.9% | -48.9% |
| 5Y | -52.6% | +72.9% | -125.6% | -67.9% |
| All | +44.4% | +112.7% | -68.3% | -40.4% |
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