-92.5%
RILY vs SPY
+645.5%
-738.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -5.1% | +0.1% | -5.2% | -5.1% |
| 3M | -23.2% | +2.0% | -25.2% | -23.8% |
| 6M | -0.8% | +13.0% | -13.9% | -7.3% |
| YTD | +50.5% | +13.5% | +37.0% | +40.9% |
| 1Y | +38.4% | +20.0% | +18.4% | +25.9% |
| 3Y | -85.0% | +77.2% | -162.2% | -89.0% |
| 5Y | -85.2% | +81.9% | -167.0% | -88.9% |
| 10Y | +39.6% | +314.1% | -274.5% | -15.1% |
| All | -92.5% | +645.5% | -738.1% | -95.4% |
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 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