+20.0%
RFM vs SPY
+231.7%
-211.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -2.0% | +0.1% | -2.1% | -2.1% |
| 3M | -1.6% | +2.0% | -3.6% | -2.1% |
| 6M | +0.1% | +13.0% | -12.9% | -2.6% |
| YTD | +6.2% | +13.5% | -7.3% | +3.2% |
| 1Y | +9.9% | +20.0% | -10.1% | +5.5% |
| 3Y | +14.2% | +77.2% | -62.9% | +0.4% |
| 5Y | -8.6% | +81.9% | -90.5% | -21.2% |
| All | +20.0% | +231.7% | -211.7% | +1.3% |
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