+130.5%
REAX vs SPY
+117.9%
+12.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | -11.5% | +0.1% | -11.6% | -11.5% |
| 30D | +7.9% | +0.1% | +7.9% | +7.9% |
| 3M | +15.2% | +2.0% | +13.3% | +13.1% |
| 6M | -32.4% | +13.0% | -45.4% | -39.7% |
| YTD | -48.8% | +13.5% | -62.4% | -54.4% |
| 1Y | -64.4% | +20.0% | -84.4% | -69.7% |
| 3Y | +2.6% | +77.2% | -74.6% | -35.1% |
| 5Y | -3.3% | +81.9% | -85.1% | -38.7% |
| All | +130.5% | +117.9% | +12.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling