+126.7%
RFEM vs SPY
+315.0%
-188.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.6% |
| 30D | -8.1% | -3.3% | -4.8% | -5.4% |
| 3M | -5.7% | -2.4% | -3.3% | -3.6% |
| 6M | +18.4% | +13.4% | +5.0% | +7.6% |
| YTD | +18.4% | +13.4% | +5.0% | +7.6% |
| 1Y | +18.4% | +13.4% | +5.0% | +7.6% |
| 3Y | +80.3% | +79.9% | +0.4% | +12.2% |
| 5Y | +60.6% | +72.2% | -11.5% | +2.8% |
| 10Y | +126.7% | +307.3% | -180.6% | -35.3% |
| All | +126.7% | +315.0% | -188.3% | -35.3% |
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