-70.2%
REI vs SPY
+660.0%
-730.2%
-97.7%
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% | +0.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +22.0% | +0.1% | +21.9% | +21.8% |
| 3M | +11.1% | +2.0% | +9.1% | +9.3% |
| 6M | 0.0% | +13.0% | -13.0% | -8.9% |
| YTD | +72.4% | +13.5% | +58.9% | +56.7% |
| 1Y | +51.5% | +20.0% | +31.5% | +33.1% |
| 3Y | -25.0% | +77.2% | -102.2% | -48.0% |
| 5Y | -40.0% | +81.9% | -121.9% | -58.6% |
| 10Y | -85.6% | +314.1% | -399.6% | -92.0% |
| All | -70.2% | +660.0% | -730.2% | -86.8% |
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