+199.8%
RFAI vs SPY
+41.8%
+158.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.8% | -6.2% |
| 7D | -27.5% | -0.8% | -26.7% | -27.3% |
| 30D | +171.9% | -1.1% | +173.0% | +172.2% |
| 3M | +173.9% | +3.9% | +170.0% | +174.1% |
| 6M | +175.9% | +13.6% | +162.3% | +176.0% |
| YTD | +180.0% | +12.7% | +167.3% | +180.1% |
| 1Y | +183.4% | +17.5% | +165.9% | +183.5% |
| All | +199.8% | +41.8% | +158.0% | +199.4% |
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