+395.9%
RXI vs SPY
+730.5%
-334.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.8% |
| 7D | -0.7% | +0.5% | -1.3% | -1.2% |
| 30D | -5.9% | -0.9% | -4.9% | -5.0% |
| 3M | 0.0% | +3.9% | -3.9% | -3.5% |
| 6M | -0.2% | +14.5% | -14.7% | -12.0% |
| YTD | -5.0% | +12.9% | -17.9% | -15.2% |
| 1Y | -2.8% | +19.4% | -22.2% | -17.6% |
| 3Y | +32.4% | +78.5% | -46.0% | -22.8% |
| 5Y | +20.6% | +81.8% | -61.1% | -30.2% |
| 10Y | +142.8% | +311.5% | -168.7% | -32.8% |
| All | +395.9% | +730.5% | -334.6% | -23.3% |
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