+90.4%
RM vs SPY
+311.3%
-220.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.3% |
| 7D | +3.7% | +0.5% | +3.2% | +3.1% |
| 30D | +1.6% | -0.9% | +2.5% | +2.7% |
| 3M | -6.4% | +3.9% | -10.3% | -11.1% |
| 6M | +4.3% | +14.5% | -10.3% | -11.4% |
| YTD | -12.5% | +12.9% | -25.4% | -24.1% |
| 1Y | -20.9% | +19.4% | -40.3% | -35.5% |
| 3Y | +36.7% | +78.5% | -41.7% | -29.0% |
| 5Y | -31.2% | +81.8% | -112.9% | -65.1% |
| 10Y | +90.4% | +311.5% | -221.1% | -60.7% |
| All | +90.4% | +311.3% | -220.9% | -60.7% |
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