-5.5%
RIET vs SPY
+85.4%
-90.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | -2.7% | -2.0% | -0.7% | -1.3% |
| 30D | -2.6% | -1.7% | -1.0% | -1.5% |
| 3M | -3.7% | +4.7% | -8.4% | -6.9% |
| 6M | +1.6% | +12.5% | -10.9% | -6.7% |
| YTD | +5.2% | +11.7% | -6.5% | -2.9% |
| 1Y | +1.8% | +17.5% | -15.7% | -9.6% |
| 3Y | +18.4% | +76.6% | -58.1% | -23.9% |
| All | -5.5% | +85.4% | -90.8% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling