-98.6%
RMTI vs SPY
+1,200.2%
-1,298.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.9% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | +16.4% | -1.4% | +17.7% | +17.4% |
| 3M | +15.4% | +3.7% | +11.7% | +12.2% |
| 6M | -11.6% | +13.0% | -24.6% | -18.7% |
| YTD | -4.1% | +12.4% | -16.5% | -11.7% |
| 1Y | -55.8% | +18.5% | -74.3% | -60.6% |
| 3Y | -63.0% | +77.6% | -140.6% | -74.3% |
| 5Y | -88.3% | +81.7% | -170.0% | -91.9% |
| 10Y | -99.0% | +319.7% | -418.6% | -99.5% |
| All | -98.6% | +1,200.2% | -1,298.8% | -99.4% |
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