+209.8%
RSP vs SPYM
+316.7%
-106.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -1.8% | -0.4% | -1.5% | -1.5% |
| 30D | -2.5% | -1.4% | -1.2% | -1.2% |
| 3M | +3.0% | +3.7% | -0.7% | -0.7% |
| 6M | +8.9% | +13.0% | -4.1% | -3.4% |
| YTD | +13.0% | +12.5% | +0.5% | +0.7% |
| 1Y | +16.2% | +18.6% | -2.4% | -1.7% |
| 3Y | +52.7% | +78.0% | -25.3% | -13.8% |
| 5Y | +50.5% | +82.3% | -31.8% | -17.3% |
| 10Y | +209.8% | +322.9% | -113.0% | -24.9% |
| All | +209.8% | +316.7% | -106.9% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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