+366.4%
RFIL vs SPY
+312.9%
+53.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | -13.4% | -2.7% | -10.7% | -11.3% |
| 30D | -22.5% | -5.4% | -17.1% | -18.8% |
| 3M | -49.0% | -4.1% | -45.0% | -47.1% |
| 6M | -55.6% | +0.7% | -56.3% | -55.1% |
| YTD | +15.2% | +8.7% | +6.6% | +11.5% |
| 1Y | -8.1% | +10.9% | -19.0% | -12.2% |
| 3Y | +133.7% | +75.0% | +58.7% | +66.7% |
| 5Y | -14.5% | +67.8% | -82.3% | -37.8% |
| All | +366.4% | +312.9% | +53.5% | +74.5% |
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