+189.8%
RITM vs SPY
+501.8%
-311.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -2.0% |
| 7D | -3.1% | -0.9% | -2.1% | -2.3% |
| 30D | +8.1% | -2.4% | +10.4% | +10.4% |
| 3M | -7.6% | -1.2% | -6.4% | -6.8% |
| 6M | +0.4% | +3.3% | -2.9% | -3.5% |
| YTD | -8.3% | +12.3% | -20.6% | -19.2% |
| 1Y | -8.2% | +12.4% | -20.7% | -19.3% |
| 3Y | +25.2% | +78.8% | -53.6% | -33.7% |
| 5Y | +34.0% | +75.2% | -41.2% | -27.2% |
| 10Y | +79.8% | +311.1% | -231.3% | -54.5% |
| All | +189.8% | +501.8% | -311.9% | -41.0% |
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