-1.4%
RMD vs SPY
+14.6%
-16.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.3% | +5.1% |
| 7D | -3.9% | -0.7% | -3.1% | -3.5% |
| 30D | +7.9% | -1.0% | +9.0% | +8.4% |
| 3M | +8.1% | -0.3% | +8.4% | +8.3% |
| 6M | +15.5% | +7.3% | +8.2% | +11.1% |
| YTD | +0.7% | +13.3% | -12.7% | -6.5% |
| 1Y | -1.4% | +14.8% | -16.1% | -8.6% |
| All | -1.4% | +14.6% | -16.0% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling