+502.9%
RFG vs SPY
+764.5%
-261.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +4.2% | +3.3% | +0.9% | +0.7% |
| 30D | -5.7% | -2.7% | -3.0% | -2.9% |
| 3M | -12.0% | -1.7% | -10.2% | -10.2% |
| 6M | -9.5% | +3.1% | -12.6% | -12.2% |
| YTD | +6.9% | +11.9% | -5.0% | -4.7% |
| 1Y | +7.2% | +12.0% | -4.8% | -4.4% |
| 3Y | +48.8% | +78.2% | -29.3% | -18.3% |
| 5Y | +18.1% | +73.2% | -55.2% | -32.5% |
| 10Y | +140.5% | +309.6% | -169.1% | -41.7% |
| All | +502.9% | +764.5% | -261.6% | -29.2% |
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