-49.4%
REMX vs SPY
+754.6%
-804.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | +4.4% | +0.1% | +4.4% | +4.4% |
| 3M | -22.0% | +2.0% | -24.0% | -23.4% |
| 6M | -22.7% | +13.0% | -35.7% | -32.7% |
| YTD | +2.4% | +13.5% | -11.2% | -11.0% |
| 1Y | +29.6% | +20.0% | +9.7% | +5.7% |
| 3Y | +10.0% | +77.2% | -67.2% | -44.7% |
| 5Y | -25.9% | +81.9% | -107.8% | -63.3% |
| 10Y | +99.5% | +314.1% | -214.5% | -64.0% |
| All | -49.4% | +754.6% | -804.0% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling