+22.0%
REM vs SPY
+311.3%
-289.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.2% |
| 30D | -1.8% | -0.9% | -0.8% | -0.9% |
| 3M | +3.1% | +3.9% | -0.8% | -0.6% |
| 6M | +0.6% | +14.5% | -13.9% | -11.3% |
| YTD | +0.4% | +12.9% | -12.5% | -10.4% |
| 1Y | +0.2% | +19.4% | -19.2% | -15.3% |
| 3Y | +18.4% | +78.5% | -60.0% | -32.0% |
| 5Y | -8.1% | +81.8% | -89.8% | -48.3% |
| 10Y | +22.0% | +311.5% | -289.5% | -63.0% |
| All | +22.0% | +311.3% | -289.3% | -63.0% |
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