-84.2%
REKR vs SPY
+258.7%
-342.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.2% |
| 7D | -8.7% | -2.0% | -6.7% | -5.8% |
| 30D | -30.0% | -1.7% | -28.4% | -28.0% |
| 3M | -30.8% | +4.7% | -35.5% | -34.6% |
| 6M | -52.1% | +12.5% | -64.6% | -58.9% |
| YTD | -65.6% | +11.7% | -77.3% | -70.0% |
| 1Y | -57.2% | +17.5% | -74.7% | -65.1% |
| 3Y | -87.2% | +76.6% | -163.8% | -93.7% |
| 5Y | -96.0% | +82.0% | -178.0% | -98.0% |
| All | -84.2% | +258.7% | -342.9% | -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