-76.2%
REI vs SPY
+646.2%
-722.4%
-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 | +8.1% | +2.6% | +5.5% | +6.4% |
| 30D | -9.1% | -2.0% | -7.1% | -8.0% |
| 3M | -10.4% | -2.8% | -7.7% | -9.0% |
| 6M | -4.8% | +2.1% | -6.9% | -6.6% |
| YTD | +37.9% | +11.5% | +26.4% | +26.7% |
| 1Y | +20.0% | +13.5% | +6.5% | +8.9% |
| 3Y | -21.1% | +77.7% | -98.8% | -45.4% |
| 5Y | -61.8% | +72.6% | -134.4% | -72.9% |
| 10Y | -89.7% | +308.2% | -397.9% | -94.2% |
| All | -76.2% | +646.2% | -722.4% | -89.4% |
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