-84.9%
REFR vs SPY
+74.0%
-158.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.1% |
| 7D | -2.7% | +3.3% | -6.0% | -4.5% |
| 30D | -39.0% | -2.7% | -36.3% | -38.0% |
| 3M | -25.0% | -1.7% | -23.3% | -24.0% |
| 6M | -53.8% | +3.1% | -56.9% | -54.3% |
| YTD | -72.5% | +11.9% | -84.4% | -73.9% |
| 1Y | -80.0% | +12.0% | -92.0% | -81.0% |
| 3Y | -65.7% | +78.2% | -143.9% | -73.0% |
| 5Y | -84.9% | +73.2% | -158.1% | -88.3% |
| All | -84.9% | +74.0% | -158.9% | -88.3% |
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 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