-85.7%
REI vs SPY
+322.5%
-408.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -2.5% |
| 7D | +2.0% | -0.8% | +2.8% | +3.0% |
| 30D | +12.5% | -1.1% | +13.6% | +13.9% |
| 3M | +21.4% | +3.9% | +17.6% | +13.7% |
| 6M | +6.2% | +13.6% | -7.4% | -15.0% |
| YTD | +75.9% | +12.7% | +63.2% | +42.6% |
| 1Y | +50.0% | +17.5% | +32.5% | +14.4% |
| 3Y | -17.7% | +76.9% | -94.6% | -66.8% |
| 5Y | -36.3% | +83.6% | -119.8% | -75.8% |
| All | -85.7% | +322.5% | -408.1% | -98.4% |
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 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