-22.2%
RMD vs SPY
+81.8%
-104.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.8% |
| 7D | -4.5% | +0.5% | -5.0% | -4.9% |
| 30D | +4.6% | -0.9% | +5.5% | +5.4% |
| 3M | +14.8% | +3.9% | +10.9% | +11.2% |
| 6M | -12.1% | +14.5% | -26.6% | -21.4% |
| YTD | -7.5% | +12.9% | -20.4% | -16.4% |
| 1Y | -20.1% | +19.4% | -39.4% | -31.0% |
| 3Y | +53.9% | +78.5% | -24.6% | -6.6% |
| 5Y | -22.2% | +81.8% | -104.0% | -53.3% |
| All | -22.2% | +81.8% | -104.0% | -53.3% |
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