+5,497.1%
REX vs SPY
+3,091.8%
+2,405.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -6.0% | +0.1% | -6.1% | -6.2% |
| 3M | -9.9% | +2.0% | -11.9% | -11.9% |
| 6M | +10.4% | +13.0% | -2.6% | -3.5% |
| YTD | +28.3% | +13.5% | +14.7% | +11.7% |
| 1Y | +30.4% | +20.0% | +10.4% | +7.3% |
| 3Y | +110.2% | +77.2% | +33.1% | +15.4% |
| 5Y | +208.0% | +81.9% | +126.1% | +63.8% |
| 10Y | +194.4% | +314.1% | -119.7% | -27.1% |
| All | +5,497.1% | +3,091.8% | +2,405.3% | +223.8% |
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