-100.0%
RIME vs SPY
+2,747.4%
-2,847.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +66.7% | -0.4% | +67.0% | +66.7% |
| 7D | +87.5% | +3.3% | +84.2% | +87.3% |
| 30D | +15.4% | -2.7% | +18.1% | +15.5% |
| 3M | -63.4% | -1.7% | -61.7% | -63.4% |
| 6M | -80.3% | +3.1% | -83.3% | -80.3% |
| YTD | -85.1% | +11.9% | -97.0% | -85.2% |
| 1Y | -93.8% | +12.0% | -105.8% | -93.8% |
| 3Y | -99.9% | +78.2% | -178.1% | -99.9% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| 10Y | -100.0% | +309.6% | -409.6% | -100.0% |
| All | -100.0% | +2,747.4% | -2,847.4% | -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