-83.7%
REW vs SPY
+77.4%
-161.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -2.0% |
| 7D | -4.4% | +0.5% | -4.9% | -2.8% |
| 30D | +0.3% | -0.9% | +1.2% | -2.2% |
| 3M | -8.4% | +3.9% | -12.2% | +6.3% |
| 6M | -51.4% | +14.5% | -65.9% | -22.9% |
| YTD | -47.3% | +12.9% | -60.2% | -18.2% |
| 1Y | -55.9% | +19.4% | -75.3% | -18.3% |
| All | -83.7% | +77.4% | -161.1% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling