+86.3%
RM vs SPY
+304.1%
-217.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.6% |
| 7D | -10.9% | -0.6% | -10.3% | -10.3% |
| 30D | +3.2% | -3.7% | +6.8% | +7.3% |
| 3M | +10.7% | -2.7% | +13.5% | +13.9% |
| 6M | -0.4% | +2.2% | -2.6% | -3.9% |
| YTD | -8.4% | +10.8% | -19.2% | -19.1% |
| 1Y | -6.7% | +11.2% | -18.0% | -18.0% |
| 3Y | +70.5% | +76.5% | -6.0% | -10.2% |
| 5Y | -31.6% | +72.9% | -104.6% | -63.3% |
| 10Y | +86.3% | +304.8% | -218.5% | -58.2% |
| All | +86.3% | +304.1% | -217.8% | -58.2% |
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