+30.8%
RMI vs SPY
+225.7%
-194.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -5.0% | +0.1% | -5.0% | -5.0% |
| 3M | +0.2% | +2.0% | -1.8% | -0.3% |
| 6M | -1.8% | +13.0% | -14.8% | -4.7% |
| YTD | +9.6% | +13.5% | -4.0% | +6.2% |
| 1Y | +15.4% | +20.0% | -4.5% | +10.4% |
| 3Y | +16.1% | +77.2% | -61.1% | +0.5% |
| 5Y | -4.8% | +81.9% | -86.7% | -18.7% |
| All | +30.8% | +225.7% | -194.9% | -1.2% |
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 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