+16.8%
RMI vs SPY
+76.5%
-59.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -5.6% | -1.4% | -4.2% | -5.3% |
| 3M | -1.0% | +3.7% | -4.7% | -1.9% |
| 6M | -1.0% | +13.0% | -14.0% | -4.0% |
| YTD | +8.5% | +12.4% | -3.8% | +5.4% |
| 1Y | +11.9% | +18.5% | -6.7% | +7.3% |
| All | +16.8% | +76.5% | -59.8% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling