+429.0%
RFIL vs SPY
+313.4%
+115.6%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.5% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | -21.3% | +0.1% | -21.4% | -21.3% |
| 3M | -42.9% | +2.0% | -44.9% | -43.4% |
| 6M | -16.9% | +13.0% | -29.9% | -22.5% |
| YTD | +81.8% | +13.5% | +68.3% | +69.3% |
| 1Y | +47.6% | +20.0% | +27.6% | +33.3% |
| 3Y | +178.0% | +77.2% | +100.9% | +95.7% |
| 5Y | +24.2% | +81.9% | -57.6% | -15.0% |
| All | +429.0% | +313.4% | +115.6% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling