+115.7%
RFEM vs SPY
+312.9%
-197.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | -4.0% | -2.7% | -1.3% | -1.7% |
| 30D | -11.3% | -5.4% | -5.9% | -7.0% |
| 3M | -8.0% | -4.1% | -3.9% | -4.7% |
| 6M | +14.0% | +9.7% | +4.4% | +6.6% |
| YTD | +14.0% | +9.7% | +4.4% | +6.6% |
| 1Y | +14.0% | +9.7% | +4.4% | +6.6% |
| 3Y | +72.7% | +75.0% | -2.3% | +10.1% |
| 5Y | +56.9% | +67.8% | -10.9% | +2.6% |
| All | +115.7% | +312.9% | -197.1% | -33.1% |
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 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