-51.2%
RFL vs SPY
+223.0%
-274.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.7% |
| 7D | -4.5% | -2.0% | -2.5% | -2.3% |
| 30D | +22.9% | -1.7% | +24.6% | +25.3% |
| 3M | +32.6% | +4.7% | +27.8% | +26.2% |
| 6M | +60.5% | +12.5% | +48.0% | +40.5% |
| YTD | +100.0% | +11.7% | +88.3% | +76.2% |
| 1Y | +77.4% | +17.5% | +60.0% | +47.1% |
| 3Y | +9.3% | +76.6% | -67.3% | -45.7% |
| 5Y | -93.2% | +82.0% | -175.2% | -96.8% |
| All | -51.2% | +223.0% | -274.2% | -89.9% |
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