+25.0%
RMBI vs SPY
+79.8%
-54.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | -1.6% | -1.7% | 0.0% | -1.2% |
| 3M | +5.6% | +4.7% | +0.9% | +4.0% |
| 6M | +17.8% | +12.5% | +5.3% | +13.5% |
| YTD | +15.0% | +11.7% | +3.3% | +11.0% |
| 1Y | +12.3% | +17.5% | -5.1% | +6.8% |
| 3Y | +60.6% | +76.6% | -16.0% | +36.8% |
| 5Y | +25.0% | +82.0% | -57.0% | +5.6% |
| All | +25.0% | +79.8% | -54.7% | +5.6% |
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