+1,329.5%
RFI vs SPY
+2,758.1%
-1,428.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.9% | +2.6% | -3.5% | -2.6% |
| 30D | +3.8% | -2.0% | +5.7% | +5.0% |
| 3M | -5.9% | -2.8% | -3.1% | -4.3% |
| 6M | -2.7% | +2.1% | -4.9% | -4.5% |
| YTD | +4.0% | +11.5% | -7.5% | -3.7% |
| 1Y | +1.4% | +13.5% | -12.1% | -7.3% |
| 3Y | +27.6% | +77.7% | -50.1% | -14.1% |
| 5Y | -4.5% | +72.6% | -77.1% | -34.8% |
| 10Y | +100.7% | +308.2% | -207.5% | -19.9% |
| All | +1,329.5% | +2,758.1% | -1,428.6% | +207.8% |
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