-86.6%
REFR vs SPY
+79.8%
-166.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -6.1% | -2.0% | -4.1% | -5.1% |
| 30D | -21.4% | -1.7% | -19.8% | -20.7% |
| 3M | -47.3% | +4.7% | -52.0% | -48.4% |
| 6M | -58.6% | +12.5% | -71.1% | -61.0% |
| YTD | -70.6% | +11.7% | -82.3% | -72.2% |
| 1Y | -70.2% | +17.5% | -87.6% | -72.4% |
| 3Y | -73.4% | +76.6% | -150.0% | -79.3% |
| 5Y | -86.6% | +82.0% | -168.7% | -90.2% |
| All | -86.6% | +79.8% | -166.4% | -90.2% |
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