+517.5%
RCMT vs SPY
+307.0%
+210.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | -1.6% | +2.6% | -4.2% | -3.4% |
| 30D | -18.5% | -2.0% | -16.5% | -17.1% |
| 3M | +9.1% | -2.8% | +11.8% | +11.6% |
| 6M | +8.7% | +2.1% | +6.6% | +7.1% |
| YTD | +54.2% | +11.5% | +42.7% | +42.2% |
| 1Y | +66.9% | +13.5% | +53.4% | +51.8% |
| 3Y | +26.7% | +77.7% | -51.0% | -18.3% |
| 5Y | +407.1% | +72.6% | +334.5% | +234.2% |
| All | +517.5% | +307.0% | +210.5% | +155.9% |
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