-97.8%
REBN vs SPY
+89.4%
-187.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.1% | -0.6% | +21.7% | +21.8% |
| 7D | -28.1% | -2.0% | -26.2% | -26.4% |
| 30D | -40.3% | -1.7% | -38.6% | -39.1% |
| 3M | -39.9% | +4.7% | -44.6% | -42.5% |
| 6M | -55.8% | +12.5% | -68.3% | -60.6% |
| YTD | -43.1% | +11.7% | -54.8% | -48.8% |
| 1Y | -64.8% | +17.5% | -82.3% | -69.6% |
| 3Y | -82.6% | +76.6% | -159.2% | -89.0% |
| All | -97.8% | +89.4% | -187.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling