-100.0%
RIME vs SPY
+2,789.4%
-2,889.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -8.3% |
| 7D | -15.4% | +0.1% | -15.5% | -15.4% |
| 30D | -45.0% | +0.1% | -45.1% | -45.0% |
| 3M | -69.9% | +2.0% | -71.9% | -69.9% |
| 6M | -88.4% | +13.0% | -101.4% | -88.4% |
| YTD | -78.2% | +13.5% | -91.8% | -78.3% |
| 1Y | -88.5% | +20.0% | -108.4% | -88.5% |
| 3Y | -99.9% | +77.2% | -177.1% | -99.9% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| 10Y | -100.0% | +314.1% | -414.0% | -100.0% |
| All | -100.0% | +2,789.4% | -2,889.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling