-97.5%
REBN vs SPY
+89.0%
-186.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.4% | -9.2% | -9.1% |
| 7D | -21.5% | +2.6% | -24.1% | -23.7% |
| 30D | -37.5% | -2.0% | -35.5% | -36.1% |
| 3M | -30.1% | -2.8% | -27.4% | -27.8% |
| 6M | -53.9% | +2.1% | -56.0% | -54.6% |
| YTD | -36.2% | +11.5% | -47.7% | -42.5% |
| 1Y | -35.8% | +13.5% | -49.3% | -43.0% |
| 3Y | -64.7% | +77.7% | -142.4% | -77.7% |
| All | -97.5% | +89.0% | -186.6% | -98.5% |
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 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