-9.6%
REAX vs SPY
+75.1%
-84.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | +0.3% | -14.8% | -14.9% |
| 7D | -9.6% | -2.7% | -6.9% | -5.9% |
| 30D | -22.3% | -5.4% | -16.9% | -16.4% |
| 3M | -36.4% | -4.1% | -32.3% | -32.5% |
| 6M | -39.4% | +0.7% | -40.1% | -39.6% |
| YTD | -65.3% | +8.7% | -74.0% | -68.4% |
| 1Y | -65.1% | +10.9% | -76.0% | -68.9% |
| 3Y | -9.6% | +75.0% | -84.6% | -49.3% |
| All | -9.6% | +75.1% | -84.7% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling