-20.0%
REM vs SPY
+627.6%
-647.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +1.0% | +0.1% | +1.0% | +1.0% |
| 3M | +2.1% | +2.0% | +0.1% | 0.0% |
| 6M | -0.6% | +13.0% | -13.6% | -11.4% |
| YTD | +1.3% | +13.5% | -12.3% | -10.3% |
| 1Y | +1.8% | +20.0% | -18.2% | -14.5% |
| 3Y | +17.6% | +77.2% | -59.6% | -32.0% |
| 5Y | -9.0% | +81.9% | -90.9% | -48.7% |
| 10Y | +23.5% | +314.1% | -290.5% | -67.5% |
| All | -20.0% | +627.6% | -647.6% | -87.3% |
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