-99.9%
RYM vs SPY
+118.2%
-218.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -1.5% | -0.4% | -1.1% | -1.0% |
| 30D | +7.9% | -1.4% | +9.3% | +10.0% |
| 3M | -15.5% | +3.7% | -19.2% | -18.7% |
| 6M | +32.4% | +13.0% | +19.4% | +15.0% |
| YTD | +10.8% | +12.4% | -1.6% | -3.0% |
| 1Y | -40.0% | +18.5% | -58.5% | -51.1% |
| 3Y | -50.8% | +77.6% | -128.4% | -76.8% |
| 5Y | -100.0% | +81.7% | -181.6% | -100.0% |
| All | -99.9% | +118.2% | -218.1% | -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