+11.1%
RSMC vs SPY
+35.1%
-23.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -0.2% | -0.4% | +0.1% | +0.1% |
| 30D | -3.0% | -1.4% | -1.6% | -1.7% |
| 3M | +0.2% | +3.7% | -3.5% | -3.3% |
| 6M | +11.3% | +13.0% | -1.7% | -1.3% |
| YTD | +11.5% | +12.4% | -0.9% | -0.5% |
| 1Y | +7.3% | +18.5% | -11.2% | -9.0% |
| All | +11.1% | +35.1% | -23.9% | -15.1% |
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