+53.1%
RYAN vs SPY
+88.5%
-35.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.2% |
| 7D | -3.4% | +0.5% | -4.0% | -3.7% |
| 30D | -4.3% | -0.9% | -3.4% | -3.8% |
| 3M | +29.5% | +3.9% | +25.6% | +26.3% |
| 6M | +3.6% | +14.5% | -10.9% | -5.1% |
| YTD | -20.0% | +12.9% | -32.9% | -26.2% |
| 1Y | -23.5% | +19.4% | -42.8% | -32.1% |
| 3Y | -14.0% | +78.5% | -92.5% | -43.9% |
| 5Y | +23.8% | +81.8% | -57.9% | -20.1% |
| All | +53.1% | +88.5% | -35.4% | -4.1% |
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 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