-100.0%
RIME vs SPY
+72.2%
-172.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.4% | -10.7% | -11.0% |
| 7D | -11.1% | -0.6% | -10.5% | -10.8% |
| 30D | -42.9% | -3.7% | -39.2% | -42.1% |
| 3M | -81.0% | -2.7% | -78.2% | -80.8% |
| 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% | -100.0% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| All | -100.0% | +72.2% | -172.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling