-29.2%
RM vs SPY
+72.1%
-101.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +3.1% |
| 7D | -1.6% | +2.6% | -4.2% | -4.2% |
| 30D | +6.9% | -2.0% | +8.8% | +8.9% |
| 3M | +10.1% | -2.8% | +12.9% | +13.2% |
| 6M | +6.4% | +2.1% | +4.2% | +3.0% |
| YTD | -5.5% | +11.5% | -17.0% | -16.4% |
| 1Y | -4.4% | +13.5% | -17.9% | -17.0% |
| 3Y | +70.9% | +77.7% | -6.8% | -5.9% |
| All | -29.2% | +72.1% | -101.3% | -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 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