-3.6%
RFMZ vs SPY
+114.7%
-118.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | -1.2% | +2.0% | -3.2% | -1.8% |
| 6M | +2.8% | +13.0% | -10.2% | -0.4% |
| YTD | +7.4% | +13.5% | -6.2% | +3.9% |
| 1Y | +10.4% | +20.0% | -9.6% | +5.3% |
| 3Y | +18.1% | +77.2% | -59.1% | +1.2% |
| 5Y | -13.4% | +81.9% | -95.3% | -27.4% |
| All | -3.6% | +114.7% | -118.3% | -20.1% |
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