-10.0%
RFM vs SPY
+74.6%
-84.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | +3.9% | -2.4% | +6.3% | +4.6% |
| 3M | -8.4% | -1.2% | -7.3% | -8.2% |
| 6M | -5.0% | +3.3% | -8.3% | -5.9% |
| YTD | +2.2% | +12.3% | -10.1% | -1.1% |
| 1Y | +0.6% | +12.4% | -11.8% | -2.7% |
| 3Y | +17.1% | +78.8% | -61.7% | -1.1% |
| 5Y | -10.0% | +75.2% | -85.2% | -25.7% |
| All | -10.0% | +74.6% | -84.6% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling