+34.1%
REMX vs SPY
+307.0%
-272.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -2.7% | +2.6% | -5.3% | -5.5% |
| 30D | -10.3% | -2.0% | -8.3% | -8.0% |
| 3M | -34.3% | -2.8% | -31.5% | -31.9% |
| 6M | -52.9% | +2.1% | -55.1% | -53.7% |
| YTD | -32.3% | +11.5% | -43.8% | -39.5% |
| 1Y | -26.7% | +13.5% | -40.1% | -35.7% |
| 3Y | -7.3% | +77.7% | -85.0% | -52.2% |
| 5Y | -53.4% | +72.6% | -126.0% | -74.8% |
| All | +34.1% | +307.0% | -272.9% | -69.6% |
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