-3.4%
RIET vs SPY
+87.3%
-90.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +0.1% | +0.5% | -0.5% | -0.3% |
| 30D | -2.3% | -0.9% | -1.4% | -1.7% |
| 3M | -0.3% | +3.9% | -4.2% | -3.0% |
| 6M | +3.6% | +14.5% | -11.0% | -6.0% |
| YTD | +7.6% | +12.9% | -5.4% | -1.5% |
| 1Y | +3.2% | +19.4% | -16.2% | -9.4% |
| 3Y | +21.0% | +78.5% | -57.4% | -22.8% |
| All | -3.4% | +87.3% | -90.8% | -40.5% |
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