+194.2%
RFIL vs SPY
+79.4%
+114.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.2% | +3.0% |
| 7D | +1.1% | -0.9% | +2.0% | +2.8% |
| 30D | -5.6% | -2.4% | -3.3% | -2.2% |
| 3M | -40.8% | -1.2% | -39.6% | -39.4% |
| 6M | -55.4% | +3.3% | -58.7% | -56.0% |
| YTD | +30.8% | +12.3% | +18.5% | +20.7% |
| 1Y | +6.8% | +12.4% | -5.7% | -1.5% |
| All | +194.2% | +79.4% | +114.8% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling