+152.1%
RM vs SPY
+599.5%
-447.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +4.6% | +0.1% | +4.5% | +4.5% |
| 3M | -5.4% | +2.0% | -7.4% | -8.3% |
| 6M | +1.1% | +13.0% | -11.9% | -12.3% |
| YTD | -10.8% | +13.5% | -24.3% | -22.7% |
| 1Y | -20.4% | +20.0% | -40.4% | -35.0% |
| 3Y | +32.8% | +77.2% | -44.4% | -28.9% |
| 5Y | -29.9% | +81.9% | -111.8% | -63.5% |
| 10Y | +89.6% | +314.1% | -224.4% | -56.9% |
| All | +152.1% | +599.5% | -447.4% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling