+16.6%
RYAN vs SPY
+81.0%
-64.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | -6.8% | -0.4% | -6.5% | -6.6% |
| 30D | -6.8% | -1.4% | -5.4% | -6.1% |
| 3M | +18.7% | +3.7% | +15.0% | +15.9% |
| 6M | +5.0% | +13.0% | -8.0% | -3.0% |
| YTD | -22.8% | +12.4% | -35.2% | -28.6% |
| 1Y | -24.1% | +18.5% | -42.6% | -32.3% |
| 3Y | -17.0% | +77.6% | -94.6% | -45.6% |
| 5Y | +16.6% | +81.7% | -65.1% | -25.8% |
| All | +16.6% | +81.0% | -64.4% | -25.8% |
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