+19.7%
RMI vs SPY
+220.9%
-201.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.9% | +3.3% | -5.2% | -2.7% |
| 30D | -0.1% | -2.7% | +2.5% | +0.5% |
| 3M | -11.7% | -1.7% | -9.9% | -11.3% |
| 6M | -8.1% | +3.1% | -11.2% | -8.9% |
| YTD | +0.3% | +11.9% | -11.6% | -2.5% |
| 1Y | -1.0% | +12.0% | -13.0% | -3.8% |
| 3Y | +16.3% | +78.2% | -61.9% | +0.5% |
| 5Y | -10.3% | +73.2% | -83.5% | -22.6% |
| All | +19.7% | +220.9% | -201.2% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling