-35.3%
REM vs SPY
+596.4%
-631.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.0% |
| 7D | 0.0% | -2.7% | +2.7% | +2.5% |
| 30D | -0.8% | -5.4% | +4.6% | +4.3% |
| 3M | -18.0% | -4.1% | -13.9% | -14.9% |
| 6M | -21.1% | +0.7% | -21.9% | -22.0% |
| YTD | -18.0% | +8.7% | -26.7% | -24.5% |
| 1Y | -14.3% | +10.9% | -25.1% | -22.6% |
| 3Y | +5.7% | +75.0% | -69.3% | -38.4% |
| 5Y | -29.2% | +67.8% | -97.0% | -57.0% |
| 10Y | +1.4% | +312.9% | -311.4% | -73.3% |
| All | -35.3% | +596.4% | -631.7% | -89.3% |
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