-52.8%
RMNI vs SPY
+79.8%
-132.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | -10.4% | -2.0% | -8.4% | -8.3% |
| 30D | -5.0% | -1.7% | -3.3% | -3.1% |
| 3M | +11.5% | +4.7% | +6.7% | +5.4% |
| 6M | +34.0% | +12.5% | +21.5% | +16.7% |
| YTD | +17.8% | +11.7% | +6.1% | +3.7% |
| 1Y | +2.2% | +17.5% | -15.2% | -15.0% |
| 3Y | +98.7% | +76.6% | +22.1% | +1.7% |
| 5Y | -52.8% | +82.0% | -134.9% | -77.1% |
| All | -52.8% | +79.8% | -132.6% | -77.1% |
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