+142.7%
RXI vs SPY
+322.5%
-179.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.3% |
| 7D | -2.3% | -0.8% | -1.5% | -1.5% |
| 30D | -5.5% | -1.1% | -4.5% | -4.5% |
| 3M | -2.0% | +3.9% | -5.9% | -5.7% |
| 6M | -1.4% | +13.6% | -15.0% | -13.2% |
| YTD | -6.0% | +12.7% | -18.6% | -16.5% |
| 1Y | -4.7% | +17.5% | -22.2% | -18.9% |
| 3Y | +28.6% | +76.9% | -48.3% | -27.2% |
| 5Y | +20.1% | +83.6% | -63.5% | -34.1% |
| All | +142.7% | +322.5% | -179.8% | -37.8% |
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