+218.8%
RFAI vs SPY
+40.6%
+178.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -23.9% | -2.0% | -21.9% | -23.5% |
| 30D | +188.1% | -1.7% | +189.8% | +189.0% |
| 3M | +191.3% | +4.7% | +186.5% | +192.1% |
| 6M | +193.7% | +12.5% | +181.2% | +194.4% |
| YTD | +197.8% | +11.7% | +186.0% | +198.5% |
| 1Y | +201.4% | +17.5% | +183.9% | +202.1% |
| All | +218.8% | +40.6% | +178.2% | +219.1% |
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