+600.7%
RCMT vs SPY
+81.0%
+519.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -3.0% | -0.4% | -2.6% | -2.7% |
| 30D | +39.3% | -1.4% | +40.7% | +40.8% |
| 3M | +65.8% | +3.7% | +62.1% | +59.8% |
| 6M | +105.6% | +13.0% | +92.6% | +83.8% |
| YTD | +97.0% | +12.4% | +84.6% | +77.1% |
| 1Y | +50.5% | +18.5% | +32.0% | +28.9% |
| 3Y | +106.5% | +77.6% | +28.9% | +20.3% |
| 5Y | +600.7% | +81.7% | +519.0% | +335.0% |
| All | +600.7% | +81.0% | +519.7% | +335.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling