+36.4%
REMX vs SPY
+308.5%
-272.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -3.8% |
| 7D | +0.7% | +3.3% | -2.6% | -3.0% |
| 30D | -11.4% | -2.7% | -8.8% | -8.4% |
| 3M | -33.9% | -1.7% | -32.2% | -32.4% |
| 6M | -52.9% | +3.1% | -56.0% | -54.2% |
| YTD | -31.2% | +11.9% | -43.1% | -38.7% |
| 1Y | -24.3% | +12.0% | -36.3% | -32.6% |
| 3Y | -5.0% | +78.2% | -83.1% | -51.2% |
| 5Y | -52.6% | +73.2% | -125.8% | -74.4% |
| All | +36.4% | +308.5% | -272.1% | -69.2% |
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 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