-100.0%
RIME vs SPY
+307.0%
-407.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.7% | -0.4% | -26.3% | -26.6% |
| 7D | +22.2% | +2.6% | +19.6% | +21.7% |
| 30D | -15.4% | -2.0% | -13.4% | -15.0% |
| 3M | -75.6% | -2.8% | -72.8% | -75.4% |
| 6M | -84.1% | +2.1% | -86.2% | -84.1% |
| YTD | -89.1% | +11.5% | -100.6% | -89.3% |
| 1Y | -94.4% | +13.5% | -107.9% | -94.5% |
| 3Y | -99.9% | +77.7% | -177.6% | -100.0% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +307.0% | -407.0% | -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