-53.7%
RMNI vs SPY
+322.5%
-376.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.6% |
| 7D | -9.4% | -0.8% | -8.6% | -8.6% |
| 30D | -4.8% | -1.1% | -3.8% | -3.7% |
| 3M | +8.9% | +3.9% | +5.0% | +4.3% |
| 6M | +34.3% | +13.6% | +20.7% | +17.0% |
| YTD | +17.0% | +12.7% | +4.3% | +3.0% |
| 1Y | -2.2% | +17.5% | -19.7% | -17.5% |
| 3Y | +96.5% | +76.9% | +19.6% | +7.0% |
| 5Y | -53.1% | +83.6% | -136.7% | -75.2% |
| All | -53.7% | +322.5% | -376.1% | -86.5% |
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 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