-83.8%
RYDE vs SPY
+54.2%
-138.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +1.8% |
| 7D | -9.6% | -0.8% | -8.8% | -9.0% |
| 30D | -17.5% | -1.1% | -16.5% | -16.7% |
| 3M | -16.7% | +3.9% | -20.5% | -18.9% |
| 6M | -5.1% | +13.6% | -18.7% | -13.7% |
| YTD | +150.0% | +12.7% | +137.3% | +129.2% |
| 1Y | +85.7% | +17.5% | +68.2% | +66.9% |
| All | -83.8% | +54.2% | -138.0% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling