+1,383.8%
RFI vs SPY
+2,810.8%
-1,427.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -1.5% | +0.1% | -1.5% | -1.5% |
| 3M | +2.3% | +2.0% | +0.3% | +0.7% |
| 6M | -2.1% | +13.0% | -15.1% | -9.9% |
| YTD | +8.0% | +13.5% | -5.6% | -1.1% |
| 1Y | +2.2% | +20.0% | -17.8% | -9.8% |
| 3Y | +27.5% | +77.2% | -49.7% | -13.9% |
| 5Y | -0.2% | +81.9% | -82.1% | -34.1% |
| 10Y | +83.7% | +314.1% | -230.3% | -27.2% |
| All | +1,383.8% | +2,810.8% | -1,427.0% | +216.2% |
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