+0.9%
RILY vs SPY
+318.9%
-317.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.3% |
| 7D | -7.3% | -2.0% | -5.3% | -4.8% |
| 30D | -9.5% | -1.7% | -7.8% | -7.3% |
| 3M | -20.9% | +4.7% | -25.6% | -25.2% |
| 6M | -14.5% | +12.5% | -27.0% | -25.8% |
| YTD | +40.9% | +11.7% | +29.2% | +24.2% |
| 1Y | +14.2% | +17.5% | -3.2% | -5.1% |
| 3Y | -84.6% | +76.6% | -161.2% | -92.5% |
| 5Y | -85.7% | +82.0% | -167.7% | -92.9% |
| All | +0.9% | +318.9% | -317.9% | -81.7% |
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