-85.0%
REBN vs SPY
+76.5%
-161.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.6% | -5.4% |
| 7D | -44.9% | -0.4% | -44.5% | -44.5% |
| 30D | -50.4% | -1.4% | -49.0% | -49.3% |
| 3M | -56.0% | +3.7% | -59.7% | -57.5% |
| 6M | -64.1% | +13.0% | -77.1% | -68.6% |
| YTD | -53.0% | +12.4% | -65.4% | -58.6% |
| 1Y | -71.3% | +18.5% | -89.8% | -76.0% |
| All | -85.0% | +76.5% | -161.5% | -89.3% |
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