+138.9%
RFEM vs SPY
+316.8%
-178.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.4% | -1.8% | -2.3% |
| 7D | -7.9% | -4.7% | -3.2% | -3.8% |
| 30D | -13.9% | -5.9% | -8.0% | -9.1% |
| 3M | -10.0% | -4.5% | -5.4% | -6.1% |
| 6M | +54.4% | +67.8% | -13.4% | -3.0% |
| YTD | +54.4% | +67.8% | -13.4% | -3.0% |
| 1Y | +54.4% | +67.8% | -13.4% | -3.0% |
| 3Y | +54.4% | +67.8% | -13.4% | -3.0% |
| 5Y | +54.4% | +67.8% | -13.4% | -3.0% |
| 10Y | +116.8% | +311.6% | -194.7% | -35.9% |
| All | +138.9% | +316.8% | -178.0% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling