+180.3%
RFIL vs SPY
+77.4%
+102.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.7% |
| 7D | +1.1% | +0.1% | +0.9% | +0.9% |
| 30D | -21.3% | +0.1% | -21.4% | -21.3% |
| 3M | -42.9% | +2.0% | -44.9% | -43.7% |
| 6M | -16.9% | +13.0% | -29.9% | -24.9% |
| YTD | +81.8% | +13.5% | +68.3% | +63.9% |
| 1Y | +47.6% | +20.0% | +27.6% | +29.0% |
| All | +180.3% | +77.4% | +102.9% | +116.7% |
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 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