-97.1%
REBN vs SPY
+92.5%
-189.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.5% |
| 7D | -11.9% | +0.1% | -12.0% | -12.1% |
| 30D | -20.7% | +0.1% | -20.8% | -20.7% |
| 3M | -38.0% | +2.0% | -40.0% | -39.0% |
| 6M | -34.7% | +13.0% | -47.7% | -42.2% |
| YTD | -25.5% | +13.5% | -39.0% | -34.3% |
| 1Y | -54.7% | +20.0% | -74.7% | -61.9% |
| 3Y | -77.6% | +77.2% | -154.8% | -85.9% |
| All | -97.1% | +92.5% | -189.6% | -98.3% |
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 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