-87.5%
REFR vs SPY
+318.9%
-406.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -4.9% | -2.0% | -2.9% | -3.6% |
| 30D | -20.4% | -1.7% | -18.8% | -19.5% |
| 3M | -46.6% | +4.7% | -51.3% | -48.1% |
| 6M | -58.1% | +12.5% | -70.6% | -61.2% |
| YTD | -70.2% | +11.7% | -82.0% | -72.4% |
| 1Y | -69.8% | +17.5% | -87.2% | -72.7% |
| 3Y | -73.1% | +76.6% | -149.7% | -81.6% |
| 5Y | -86.5% | +82.0% | -168.5% | -91.1% |
| All | -87.5% | +318.9% | -406.4% | -95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling