+23.1%
REFI vs SPY
+74.3%
-51.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | +0.4% | +0.5% | -0.2% | +0.1% |
| 30D | +5.5% | -0.9% | +6.4% | +5.8% |
| 3M | +0.6% | +3.9% | -3.3% | -1.0% |
| 6M | -4.0% | +14.5% | -18.5% | -9.3% |
| YTD | -3.9% | +12.9% | -16.8% | -8.7% |
| 1Y | -10.9% | +19.4% | -30.3% | -17.2% |
| 3Y | +9.2% | +78.5% | -69.3% | -13.6% |
| All | +23.1% | +74.3% | -51.1% | -4.5% |
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 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