+112.7%
ROAM vs SPY
+341.4%
-228.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +4.2% | +0.1% | +4.2% | +4.2% |
| 3M | +0.9% | +2.0% | -1.1% | -0.4% |
| 6M | +16.6% | +13.0% | +3.6% | +7.0% |
| YTD | +27.3% | +13.5% | +13.7% | +16.3% |
| 1Y | +40.5% | +20.0% | +20.5% | +23.4% |
| 3Y | +92.7% | +77.2% | +15.5% | +25.8% |
| 5Y | +77.5% | +81.9% | -4.4% | +12.2% |
| 10Y | +137.9% | +314.1% | -176.2% | -20.6% |
| All | +112.7% | +341.4% | -228.6% | -33.4% |
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