+484.4%
RSPM vs SPY
+701.3%
-216.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -0.2% | +0.1% | -0.2% | -0.3% |
| 3M | +3.5% | +2.0% | +1.5% | +1.5% |
| 6M | +3.3% | +13.0% | -9.8% | -8.0% |
| YTD | +19.6% | +13.5% | +6.0% | +6.0% |
| 1Y | +23.4% | +20.0% | +3.4% | +3.9% |
| 3Y | +30.0% | +77.2% | -47.2% | -24.2% |
| 5Y | +30.5% | +81.9% | -51.4% | -26.0% |
| 10Y | +173.5% | +314.1% | -140.6% | -26.1% |
| All | +484.4% | +701.3% | -216.9% | -9.3% |
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