+115.2%
ROAM vs SPY
+312.9%
-197.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -2.1% | -2.7% | +0.6% | -0.1% |
| 30D | -7.5% | -5.4% | -2.1% | -3.6% |
| 3M | -5.8% | -4.1% | -1.7% | -2.9% |
| 6M | -5.5% | +0.7% | -6.2% | -5.7% |
| YTD | +14.8% | +8.7% | +6.1% | +8.4% |
| 1Y | +17.1% | +10.9% | +6.2% | +8.9% |
| 3Y | +74.9% | +75.0% | -0.1% | +14.8% |
| 5Y | +67.0% | +67.8% | -0.8% | +12.1% |
| All | +115.2% | +312.9% | -197.6% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling