-91.8%
REFR vs SPY
+3,091.8%
-3,183.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -10.9% | +0.1% | -11.0% | -10.9% |
| 30D | -12.8% | +0.1% | -12.8% | -12.8% |
| 3M | -45.3% | +2.0% | -47.3% | -46.0% |
| 6M | -59.4% | +13.0% | -72.4% | -63.0% |
| YTD | -68.7% | +13.5% | -82.2% | -71.6% |
| 1Y | -68.5% | +20.0% | -88.4% | -72.4% |
| 3Y | -72.7% | +77.2% | -149.9% | -82.3% |
| 5Y | -81.8% | +81.9% | -163.7% | -88.8% |
| 10Y | -86.4% | +314.1% | -400.4% | -95.6% |
| All | -91.8% | +3,091.8% | -3,183.6% | -99.4% |
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