-84.3%
REFR vs SPY
+307.0%
-391.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.4% | -10.7% | -10.9% |
| 7D | -13.5% | +2.6% | -16.1% | -15.0% |
| 30D | -49.2% | -2.0% | -47.2% | -48.4% |
| 3M | -25.6% | -2.8% | -22.8% | -23.8% |
| 6M | -59.5% | +2.1% | -61.6% | -59.8% |
| YTD | -75.6% | +11.5% | -87.1% | -77.2% |
| 1Y | -82.9% | +13.5% | -96.3% | -84.2% |
| 3Y | -69.2% | +77.7% | -146.9% | -78.9% |
| 5Y | -86.6% | +72.6% | -159.2% | -90.7% |
| All | -84.3% | +307.0% | -391.3% | -95.7% |
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 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