+510.6%
RFG vs SPY
+767.6%
-256.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +1.1% |
| 30D | -4.9% | -2.4% | -2.6% | -2.4% |
| 3M | -9.9% | -1.2% | -8.8% | -8.7% |
| 6M | -9.1% | +3.3% | -12.4% | -12.0% |
| YTD | +8.3% | +12.3% | -4.0% | -3.8% |
| 1Y | +9.1% | +12.4% | -3.4% | -3.2% |
| 3Y | +50.8% | +78.8% | -28.1% | -17.5% |
| 5Y | +20.2% | +75.2% | -55.0% | -32.1% |
| 10Y | +143.6% | +311.1% | -167.5% | -41.1% |
| All | +510.6% | +767.6% | -256.9% | -28.6% |
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 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