+17.3%
RFM vs SPY
+79.4%
-62.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | +3.9% | -2.4% | +6.3% | +4.5% |
| 3M | -8.4% | -1.2% | -7.3% | -8.2% |
| 6M | -5.0% | +3.3% | -8.3% | -5.8% |
| YTD | +2.2% | +12.3% | -10.1% | -0.8% |
| 1Y | +0.6% | +12.4% | -11.8% | -2.4% |
| All | +17.3% | +79.4% | -62.1% | -1.9% |
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 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