+112.9%
REMX vs SPY
+321.4%
-208.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +0.1% | -0.4% | +0.4% | +0.5% |
| 30D | -2.7% | -1.4% | -1.3% | -1.1% |
| 3M | -13.3% | +3.7% | -17.0% | -16.6% |
| 6M | -19.4% | +13.0% | -32.4% | -29.5% |
| YTD | +3.3% | +12.4% | -9.1% | -8.7% |
| 1Y | +29.9% | +18.5% | +11.3% | +8.2% |
| 3Y | +13.2% | +77.6% | -64.5% | -41.7% |
| 5Y | -26.4% | +81.7% | -108.1% | -62.4% |
| All | +112.9% | +321.4% | -208.5% | -52.0% |
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