-26.7%
REMX vs SPY
+12.1%
-38.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.0% |
| 7D | -2.7% | +2.6% | -5.3% | -7.1% |
| 30D | -10.3% | -2.0% | -8.3% | -6.9% |
| 3M | -34.3% | -2.8% | -31.5% | -30.5% |
| 6M | -52.9% | +2.1% | -55.1% | -54.6% |
| YTD | -32.3% | +11.5% | -43.8% | -43.6% |
| 1Y | -26.7% | +13.5% | -40.1% | -40.0% |
| All | -26.7% | +12.1% | -38.7% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling