-14.7%
RITM vs SPY
+17.2%
-32.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | -3.9% | -2.0% | -1.9% | -2.5% |
| 30D | -5.8% | -1.7% | -4.1% | -4.6% |
| 3M | +8.4% | +4.7% | +3.6% | +4.7% |
| 6M | +2.6% | +12.5% | -9.9% | -7.0% |
| YTD | -6.5% | +11.7% | -18.2% | -14.8% |
| 1Y | -14.7% | +17.5% | -32.2% | -23.7% |
| All | -14.7% | +17.2% | -32.0% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling