+663.7%
RSP vs SPYM
+810.5%
-146.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | -0.1% | 0.0% |
| 7D | +0.4% | +0.1% | +0.4% | +0.3% |
| 30D | +3.7% | -3.3% | +7.0% | +7.0% |
| 3M | +0.8% | -2.4% | +3.2% | +3.0% |
| 6M | +9.1% | +2.6% | +6.5% | +6.0% |
| YTD | +16.7% | +11.3% | +5.4% | +4.7% |
| 1Y | +19.7% | +13.5% | +6.2% | +5.3% |
| 3Y | +66.7% | +80.3% | -13.6% | -7.7% |
| 5Y | +48.7% | +72.7% | -24.0% | -14.5% |
| 10Y | +215.6% | +312.2% | -96.6% | -23.1% |
| All | +663.7% | +810.5% | -146.8% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling