-24.8%
RM vs SPY
+67.4%
-92.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -4.0% | -4.0% |
| 7D | -0.1% | -2.7% | +2.6% | +2.7% |
| 30D | +9.2% | -5.4% | +14.6% | +15.5% |
| 3M | +10.7% | -4.1% | +14.8% | +15.3% |
| 6M | +5.5% | +0.7% | +4.8% | +3.7% |
| YTD | -4.0% | +8.7% | -12.6% | -12.7% |
| 1Y | +2.1% | +10.9% | -8.8% | -9.2% |
| 3Y | +84.6% | +75.0% | +9.7% | +3.7% |
| All | -24.8% | +67.4% | -92.2% | -57.0% |
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