+400.7%
RFIL vs SPY
+307.0%
+93.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.0% |
| 7D | +7.4% | +2.6% | +4.8% | +5.5% |
| 30D | -2.6% | -2.0% | -0.6% | -0.6% |
| 3M | -46.0% | -2.8% | -43.3% | -44.5% |
| 6M | -60.4% | +2.1% | -62.6% | -60.4% |
| YTD | +23.7% | +11.5% | +12.2% | +17.6% |
| 1Y | +8.2% | +13.5% | -5.3% | +1.8% |
| 3Y | +178.2% | +77.7% | +100.5% | +96.4% |
| 5Y | -9.4% | +72.6% | -82.0% | -35.3% |
| All | +400.7% | +307.0% | +93.7% | +78.2% |
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 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