-35.3%
RFIX vs SPY
+23.9%
-59.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.8% |
| 7D | -2.4% | -4.7% | +2.4% | -2.5% |
| 30D | -0.5% | -5.9% | +5.5% | -0.7% |
| 3M | -0.9% | -4.5% | +3.7% | -1.0% |
| 6M | -7.9% | +1.8% | -9.7% | -7.8% |
| YTD | +3.1% | +8.3% | -5.3% | +3.6% |
| 1Y | -5.1% | +9.3% | -14.4% | -4.4% |
| All | -35.3% | +23.9% | -59.2% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling