+407.7%
RFIL vs SPY
+315.0%
+92.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.5% | +7.1% |
| 7D | -6.0% | +0.1% | -6.0% | -5.6% |
| 30D | -12.8% | -3.3% | -9.4% | -10.0% |
| 3M | -43.4% | -2.4% | -41.0% | -41.9% |
| 6M | -52.6% | +2.6% | -55.1% | -52.7% |
| YTD | +25.4% | +11.2% | +14.2% | +19.4% |
| 1Y | +1.8% | +13.4% | -11.6% | -4.2% |
| 3Y | +158.0% | +79.9% | +78.1% | +80.6% |
| 5Y | -5.5% | +72.2% | -77.7% | -32.5% |
| 10Y | +407.7% | +307.3% | +100.4% | +83.3% |
| All | +407.7% | +315.0% | +92.7% | +83.3% |
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