+12.7%
RFM vs SPY
+225.7%
-212.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -3.5% | +2.6% | -6.1% | -4.0% |
| 30D | +3.0% | -2.0% | +4.9% | +3.4% |
| 3M | -10.3% | -2.8% | -7.5% | -9.8% |
| 6M | -6.3% | +2.1% | -8.4% | -6.8% |
| YTD | -0.2% | +11.5% | -11.7% | -2.7% |
| 1Y | -2.2% | +13.5% | -15.6% | -4.9% |
| 3Y | +14.5% | +77.7% | -63.2% | +0.6% |
| 5Y | -12.4% | +72.6% | -85.0% | -23.9% |
| All | +12.7% | +225.7% | -212.9% | -4.5% |
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