+37.3%
RFG vs SPY
+81.8%
-44.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +1.8% | +0.5% | +1.3% | +1.2% |
| 30D | -3.7% | -0.9% | -2.8% | -2.6% |
| 3M | -2.2% | +3.9% | -6.1% | -6.4% |
| 6M | +10.0% | +14.5% | -4.5% | -5.7% |
| YTD | +15.9% | +12.9% | +3.0% | +1.0% |
| 1Y | +18.6% | +19.4% | -0.7% | -3.0% |
| 3Y | +53.6% | +78.5% | -24.9% | -21.3% |
| 5Y | +37.3% | +81.8% | -44.5% | -30.6% |
| All | +37.3% | +81.8% | -44.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling