+102.0%
REMX vs SPY
+318.9%
-216.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -4.4% |
| 7D | -4.7% | -2.0% | -2.8% | -2.4% |
| 30D | -5.6% | -1.7% | -4.0% | -3.7% |
| 3M | -14.9% | +4.7% | -19.7% | -19.1% |
| 6M | -24.9% | +12.5% | -37.4% | -33.9% |
| YTD | -2.0% | +11.7% | -13.8% | -12.7% |
| 1Y | +28.6% | +17.5% | +11.1% | +8.3% |
| 3Y | +7.4% | +76.6% | -69.2% | -44.2% |
| 5Y | -31.1% | +82.0% | -113.1% | -64.8% |
| All | +102.0% | +318.9% | -216.9% | -54.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling