+142.3%
RFEM vs SPY
+313.4%
-171.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +4.4% | +0.1% | +4.4% | +4.3% |
| 3M | +5.6% | +2.0% | +3.6% | +4.1% |
| 6M | +19.8% | +13.0% | +6.8% | +8.9% |
| YTD | +28.0% | +13.5% | +14.5% | +16.0% |
| 1Y | +40.7% | +20.0% | +20.7% | +22.1% |
| 3Y | +99.7% | +77.2% | +22.5% | +25.5% |
| 5Y | +68.2% | +81.9% | -13.7% | +2.4% |
| All | +142.3% | +313.4% | -171.1% | -30.6% |
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