+48.5%
RYLD vs SPY
+190.4%
-141.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | -0.1% |
| 7D | +1.0% | +0.1% | +1.0% | +0.9% |
| 30D | +0.2% | -3.3% | +3.5% | +2.5% |
| 3M | -2.6% | -2.4% | -0.2% | -1.1% |
| 6M | +4.9% | +2.6% | +2.3% | +2.7% |
| YTD | +11.6% | +11.2% | +0.4% | +3.2% |
| 1Y | +13.6% | +13.4% | +0.2% | +3.6% |
| 3Y | +35.6% | +79.9% | -44.3% | -11.1% |
| 5Y | +9.3% | +72.2% | -62.9% | -26.5% |
| All | +48.5% | +190.4% | -141.9% | -32.2% |
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