-97.8%
REBN vs SPY
+91.0%
-188.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.8% |
| 7D | -24.2% | -0.8% | -23.5% | -23.4% |
| 30D | -43.6% | -1.1% | -42.5% | -42.8% |
| 3M | -40.8% | +3.9% | -44.6% | -42.9% |
| 6M | -56.6% | +13.6% | -70.3% | -61.8% |
| YTD | -43.6% | +12.7% | -56.2% | -49.7% |
| 1Y | -65.5% | +17.5% | -83.0% | -70.3% |
| 3Y | -81.9% | +76.9% | -158.8% | -88.6% |
| All | -97.8% | +91.0% | -188.9% | -98.7% |
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