-50.8%
RMNI vs SPY
+362.8%
-413.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -3.6% |
| 7D | -7.7% | +0.5% | -8.2% | -8.2% |
| 30D | -5.0% | -0.9% | -4.0% | -4.0% |
| 3M | +16.5% | +3.9% | +12.6% | +11.9% |
| 6M | +32.6% | +14.5% | +18.1% | +15.6% |
| YTD | +23.7% | +12.9% | +10.8% | +9.7% |
| 1Y | +4.6% | +19.4% | -14.8% | -12.2% |
| 3Y | +108.7% | +78.5% | +30.2% | +18.0% |
| 5Y | -53.0% | +81.8% | -134.8% | -73.6% |
| 10Y | -51.0% | +311.5% | -362.5% | -83.3% |
| All | -50.8% | +362.8% | -413.6% | -83.3% |
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