-100.0%
RIME vs SPY
+321.4%
-421.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -4.0% | -0.4% | -3.6% | -4.0% |
| 30D | -42.9% | -1.4% | -41.5% | -42.7% |
| 3M | -67.1% | +3.7% | -70.8% | -67.3% |
| 6M | -85.0% | +13.0% | -98.0% | -85.2% |
| YTD | -76.2% | +12.4% | -88.6% | -76.6% |
| 1Y | -88.9% | +18.5% | -107.5% | -89.1% |
| 3Y | -99.9% | +77.6% | -177.5% | -99.9% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +321.4% | -421.4% | -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 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