+681.7%
RCMT vs SPY
+318.9%
+362.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.4% |
| 7D | -3.4% | -2.0% | -1.4% | -1.9% |
| 30D | +36.4% | -1.7% | +38.0% | +37.9% |
| 3M | +59.7% | +4.7% | +55.0% | +53.7% |
| 6M | +99.5% | +12.5% | +87.0% | +82.2% |
| YTD | +91.3% | +11.7% | +79.6% | +75.7% |
| 1Y | +47.1% | +17.5% | +29.6% | +30.1% |
| 3Y | +100.5% | +76.6% | +23.9% | +30.0% |
| 5Y | +547.7% | +82.0% | +465.7% | +313.1% |
| All | +681.7% | +318.9% | +362.8% | +262.8% |
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