+17.6%
RFM vs SPY
+229.1%
-211.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -6.6% | -1.1% | -5.5% | -6.3% |
| 3M | -3.4% | +3.9% | -7.3% | -4.3% |
| 6M | +0.3% | +13.6% | -13.3% | -2.5% |
| YTD | +4.1% | +12.7% | -8.6% | +1.3% |
| 1Y | +4.1% | +17.5% | -13.4% | +0.3% |
| 3Y | +11.8% | +76.9% | -65.1% | -1.7% |
| 5Y | -10.4% | +83.6% | -94.0% | -22.7% |
| All | +17.6% | +229.1% | -211.5% | -0.6% |
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