-100.0%
RIME vs SPY
+78.4%
-178.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.4% | -10.7% | -10.9% |
| 7D | -11.1% | -0.6% | -10.5% | -10.6% |
| 30D | -42.9% | -3.7% | -39.2% | -41.8% |
| 3M | -81.0% | -2.7% | -78.2% | -80.7% |
| 6M | -86.9% | +2.2% | -89.1% | -86.9% |
| YTD | -92.1% | +10.8% | -102.9% | -92.3% |
| 1Y | -96.1% | +11.2% | -107.3% | -96.2% |
| 3Y | -100.0% | +76.5% | -176.4% | -99.9% |
| All | -100.0% | +78.4% | -178.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling