-100.0%
RYM vs SPY
+117.2%
-217.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.4% | -10.4% | -10.3% |
| 7D | -11.9% | +3.3% | -15.2% | -15.4% |
| 30D | -23.5% | -2.7% | -20.9% | -20.3% |
| 3M | -30.5% | -1.7% | -28.7% | -28.2% |
| 6M | -48.0% | +3.1% | -51.1% | -49.2% |
| YTD | -32.9% | +11.9% | -44.8% | -40.4% |
| 1Y | -39.9% | +12.0% | -51.9% | -47.0% |
| 3Y | -46.7% | +78.2% | -124.8% | -75.1% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| All | -100.0% | +117.2% | -217.2% | -100.0% |
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