+291.1%
RFAI vs SPY
+20.8%
+270.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -20.3% | +0.1% | -20.4% | -20.3% |
| 30D | +273.9% | +0.1% | +273.8% | +272.5% |
| 3M | +276.9% | +2.0% | +274.9% | +275.5% |
| 6M | +281.1% | +13.0% | +268.1% | +279.4% |
| YTD | +286.0% | +13.5% | +272.5% | +284.2% |
| 1Y | +291.1% | +20.0% | +271.2% | +288.9% |
| All | +291.1% | +20.8% | +270.3% | +288.9% |
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 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