+406.3%
RFIL vs SPY
+304.1%
+102.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -5.9% | -0.6% | -5.3% | -5.1% |
| 30D | -13.0% | -3.7% | -9.3% | -10.0% |
| 3M | -41.8% | -2.7% | -39.0% | -40.1% |
| 6M | -52.7% | +2.2% | -54.9% | -52.7% |
| YTD | +25.1% | +10.8% | +14.3% | +19.4% |
| 1Y | +2.4% | +11.2% | -8.8% | -2.4% |
| 3Y | +170.8% | +76.5% | +94.3% | +92.1% |
| 5Y | -6.2% | +72.9% | -79.2% | -33.2% |
| 10Y | +406.3% | +304.8% | +101.5% | +82.7% |
| All | +406.3% | +304.1% | +102.2% | +82.7% |
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