-100.0%
RIME vs SPY
+318.9%
-418.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | 0.0% | -2.0% | +2.0% | +0.3% |
| 30D | -44.2% | -1.7% | -42.5% | -44.0% |
| 3M | -64.7% | +4.7% | -69.4% | -64.9% |
| 6M | -82.5% | +12.5% | -95.0% | -82.8% |
| YTD | -76.2% | +11.7% | -88.0% | -76.6% |
| 1Y | -88.6% | +17.5% | -106.1% | -88.8% |
| 3Y | -99.9% | +76.6% | -176.5% | -99.9% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +318.9% | -418.9% | -100.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling