-99.7%
REW vs SPY
+318.9%
-418.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +1.1% |
| 7D | +0.5% | -2.0% | +2.5% | -4.3% |
| 30D | +0.7% | -1.7% | +2.3% | -3.0% |
| 3M | -13.7% | +4.7% | -18.4% | -0.3% |
| 6M | -48.3% | +12.5% | -60.8% | -26.3% |
| YTD | -45.9% | +11.7% | -57.6% | -22.8% |
| 1Y | -53.0% | +17.5% | -70.4% | -22.5% |
| 3Y | -83.5% | +76.6% | -160.1% | -7.9% |
| 5Y | -89.3% | +82.0% | -171.3% | -6.6% |
| All | -99.7% | +318.9% | -418.6% | -75.5% |
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